+10,266.7%
RTX vs SHEL
+2,460.3%
+7,806.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -0.9% |
| 7D | -5.2% | +2.2% | -7.4% | -5.8% |
| 30D | -9.4% | +6.8% | -16.2% | -11.2% |
| 3M | +12.3% | +8.1% | +4.2% | +9.3% |
| 6M | -3.1% | +14.4% | -17.5% | -7.5% |
| YTD | +10.7% | +30.0% | -19.3% | +1.5% |
| 1Y | +28.4% | +33.3% | -4.9% | +16.8% |
| 3Y | +147.1% | +66.4% | +80.6% | +108.4% |
| 5Y | +167.2% | +178.6% | -11.3% | +90.1% |
| 10Y | +274.7% | +198.4% | +76.3% | +154.9% |
| All | +10,266.7% | +2,460.3% | +7,806.4% | +5,423.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling