+182.9%
SHEL vs RBA
+47.5%
+135.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.6% |
| 7D | +2.2% | -2.9% | +5.2% | +2.6% |
| 30D | +6.8% | -12.3% | +19.1% | +8.6% |
| 3M | +8.1% | -20.5% | +28.6% | +10.9% |
| 6M | +14.4% | -18.5% | +33.0% | +16.8% |
| YTD | +30.0% | -18.2% | +48.2% | +32.2% |
| 1Y | +33.3% | -27.5% | +60.8% | +38.2% |
| 3Y | +66.4% | +38.1% | +28.4% | +54.7% |
| All | +182.9% | +47.5% | +135.4% | +160.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling