+160.6%
SHEL vs RBA
+48.5%
+112.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | -6.7% | +3.2% | -9.9% | -7.0% |
| 30D | -2.9% | +12.0% | -14.9% | -4.4% |
| 3M | +9.1% | +2.9% | +6.2% | +8.5% |
| 6M | +17.9% | -6.3% | +24.2% | +18.2% |
| YTD | +36.0% | -5.9% | +41.9% | +35.7% |
| 1Y | +31.8% | -3.9% | +35.7% | +31.0% |
| 3Y | +66.9% | +64.9% | +2.0% | +51.8% |
| 5Y | +160.6% | +48.5% | +112.1% | +159.3% |
| All | +160.6% | +48.5% | +112.1% | +159.3% |
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