+43.3%
SHEL vs RBA
-2.0%
+45.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.2% |
| 7D | -3.2% | +12.7% | -15.8% | -3.3% |
| 30D | +5.5% | +15.5% | -10.0% | +5.4% |
| 3M | +14.4% | -14.0% | +28.4% | +14.1% |
| 6M | +16.2% | -8.8% | +25.0% | +15.7% |
| YTD | +42.4% | -6.9% | +49.3% | +41.6% |
| 1Y | +43.3% | -3.0% | +46.3% | +41.4% |
| All | +43.3% | -2.0% | +45.3% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling