+191.5%
SHEL vs RCL
+239.3%
-47.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.6% |
| 7D | +1.9% | -0.5% | +2.4% | +2.0% |
| 30D | +8.7% | -17.3% | +26.0% | +10.6% |
| 3M | +11.0% | -2.8% | +13.7% | +10.8% |
| 6M | +14.6% | -4.4% | +18.9% | +14.1% |
| YTD | +33.3% | -4.2% | +37.4% | +31.9% |
| 1Y | +37.9% | -23.4% | +61.2% | +40.2% |
| 3Y | +69.7% | +179.4% | -109.6% | +40.3% |
| All | +191.5% | +239.3% | -47.9% | +125.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling