+210.7%
SHEL vs RBA
+209.3%
+1.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | -3.9% | +0.6% | -4.5% | -4.1% |
| 30D | -3.7% | +9.0% | -12.6% | -5.8% |
| 3M | +9.1% | +7.2% | +1.9% | +6.9% |
| 6M | +16.7% | -7.8% | +24.5% | +17.7% |
| YTD | +36.8% | -6.4% | +43.2% | +36.6% |
| 1Y | +31.8% | -4.2% | +36.0% | +30.6% |
| 3Y | +67.9% | +64.1% | +3.8% | +40.7% |
| 5Y | +163.3% | +48.4% | +114.9% | +121.2% |
| 10Y | +210.7% | +209.9% | +0.8% | +77.0% |
| All | +210.7% | +209.3% | +1.4% | +77.0% |
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