+150.4%
RTX vs SHEL
+160.3%
-9.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.5% |
| 7D | -1.7% | -6.7% | +4.9% | +0.2% |
| 30D | +7.7% | -2.9% | +10.6% | +8.5% |
| 3M | -10.3% | +9.1% | -19.4% | -12.7% |
| 6M | +14.6% | +17.9% | -3.3% | +8.7% |
| YTD | +10.4% | +36.0% | -25.6% | -0.6% |
| 1Y | +13.5% | +31.8% | -18.3% | +3.2% |
| 3Y | +158.6% | +66.9% | +91.7% | +116.1% |
| All | +150.4% | +160.3% | -9.9% | +66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling