+208.8%
SHEL vs RCL
+374.5%
-165.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.8% |
| 7D | -6.7% | +8.5% | -15.2% | -8.5% |
| 30D | -2.9% | +20.4% | -23.3% | -7.2% |
| 3M | +9.1% | +11.0% | -1.9% | +5.8% |
| 6M | +17.9% | +24.9% | -6.9% | +10.3% |
| YTD | +36.0% | +23.9% | +12.1% | +24.9% |
| 1Y | +31.8% | +30.8% | +1.0% | +19.0% |
| 3Y | +66.9% | +270.4% | -203.5% | +9.1% |
| 5Y | +160.6% | +296.1% | -135.5% | +55.6% |
| All | +208.8% | +374.5% | -165.7% | +58.5% |
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