+209.6%
SHEL vs RACE
+658.9%
-449.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.6% |
| 7D | -8.8% | +5.1% | -13.9% | -10.2% |
| 30D | +2.3% | +7.7% | -5.4% | 0.0% |
| 3M | +11.6% | +2.2% | +9.4% | +10.5% |
| 6M | +15.7% | +23.8% | -8.1% | +7.2% |
| YTD | +38.6% | +13.9% | +24.6% | +30.6% |
| 1Y | +38.5% | +3.8% | +34.7% | +34.4% |
| 3Y | +66.9% | +28.0% | +38.8% | +43.8% |
| 5Y | +160.6% | +64.9% | +95.6% | +99.3% |
| 10Y | +214.1% | +780.4% | -566.3% | +18.8% |
| All | +209.6% | +658.9% | -449.3% | +7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling