+207.4%
SHEL vs RCL
+344.1%
-136.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | +3.9% | -2.5% | +6.4% | +4.5% |
| 30D | +7.0% | -15.7% | +22.6% | +11.1% |
| 3M | +12.5% | -3.6% | +16.1% | +12.6% |
| 6M | +14.8% | -8.7% | +23.4% | +15.0% |
| YTD | +34.2% | -6.2% | +40.3% | +32.0% |
| 1Y | +37.0% | -22.9% | +59.9% | +40.7% |
| 3Y | +70.9% | +173.6% | -102.7% | +20.5% |
| 5Y | +192.5% | +226.6% | -34.0% | +82.6% |
| All | +207.4% | +344.1% | -136.7% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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