+204.1%
SHEL vs RACE
+738.3%
-534.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | -5.8% | +3.9% | -9.7% | -6.8% |
| 30D | -1.3% | +7.4% | -8.7% | -3.3% |
| 3M | +12.7% | +1.6% | +11.1% | +11.9% |
| 6M | +19.9% | +23.3% | -3.5% | +11.7% |
| YTD | +38.3% | +14.7% | +23.6% | +30.6% |
| 1Y | +35.7% | +2.5% | +33.1% | +32.6% |
| 3Y | +71.7% | +28.0% | +43.7% | +48.8% |
| 5Y | +158.4% | +69.8% | +88.6% | +97.2% |
| 10Y | +204.1% | +734.9% | -530.8% | +38.1% |
| All | +204.1% | +738.3% | -534.2% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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