+39.2%
SHEL vs RBRK
+46.1%
-6.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -11.1% | +9.4% | -2.0% |
| 7D | -7.0% | -20.9% | +13.9% | -7.6% |
| 30D | +2.6% | -15.9% | +18.5% | +2.2% |
| 3M | +15.1% | +24.7% | -9.6% | +16.0% |
| 6M | +13.6% | +85.1% | -71.5% | +15.4% |
| YTD | +40.0% | +38.3% | +1.7% | +38.9% |
| 1Y | +39.2% | +46.2% | -7.0% | +39.5% |
| All | +39.2% | +46.1% | -6.9% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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