+279.2%
RTX vs SHEL
+214.0%
+65.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.6% |
| 7D | -1.5% | +4.1% | -5.7% | -3.3% |
| 30D | -11.0% | +8.4% | -19.3% | -14.2% |
| 3M | +7.7% | +13.7% | -6.0% | +1.1% |
| 6M | -3.9% | +12.7% | -16.6% | -9.9% |
| YTD | +9.0% | +35.3% | -26.4% | -6.5% |
| 1Y | +27.3% | +39.4% | -12.1% | +7.5% |
| 3Y | +172.9% | +71.5% | +101.4% | +105.3% |
| 5Y | +165.2% | +195.0% | -29.8% | +45.0% |
| All | +279.2% | +214.0% | +65.2% | +102.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SHEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling