+207.3%
SHEL vs RBA
+189.2%
+18.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +3.0% | -1.9% | +4.9% | +3.5% |
| 30D | +7.2% | -13.0% | +20.2% | +10.7% |
| 3M | +12.9% | -23.1% | +36.0% | +19.4% |
| 6M | +13.7% | -22.6% | +36.3% | +19.7% |
| YTD | +33.7% | -20.4% | +54.1% | +39.0% |
| 1Y | +37.9% | -29.6% | +67.5% | +47.9% |
| 3Y | +70.2% | +26.6% | +43.7% | +52.5% |
| 5Y | +192.3% | +38.2% | +154.2% | +146.9% |
| 10Y | +207.3% | +194.7% | +12.6% | +77.7% |
| All | +207.3% | +189.2% | +18.1% | +77.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling