+267.4%
RTX vs SHEL
+223.0%
+44.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.5% |
| 7D | +4.8% | +0.8% | +4.0% | +4.4% |
| 30D | +6.5% | -3.6% | +10.1% | +8.1% |
| 3M | -9.6% | +12.0% | -21.7% | -14.5% |
| 6M | +12.3% | +19.7% | -7.4% | +2.6% |
| YTD | +9.5% | +39.6% | -30.2% | -7.7% |
| 1Y | +15.8% | +36.4% | -20.6% | -1.4% |
| 3Y | +157.0% | +70.2% | +86.8% | +94.0% |
| 5Y | +148.8% | +169.2% | -20.4% | +42.9% |
| All | +267.4% | +223.0% | +44.4% | +99.7% |
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