+1,781.6%
SHEL vs RCL
+4,549.4%
-2,767.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +2.2% | -5.1% | +7.3% | +3.3% |
| 30D | +6.8% | -19.0% | +25.8% | +11.5% |
| 3M | +8.1% | -9.6% | +17.7% | +9.6% |
| 6M | +14.4% | -6.7% | +21.1% | +14.2% |
| YTD | +30.0% | -3.9% | +33.9% | +27.7% |
| 1Y | +33.3% | -25.1% | +58.4% | +37.4% |
| 3Y | +66.4% | +179.1% | -112.7% | +24.1% |
| 5Y | +178.6% | +243.3% | -64.7% | +86.3% |
| 10Y | +198.4% | +325.8% | -127.3% | +69.3% |
| All | +1,781.6% | +4,549.4% | -2,767.8% | +493.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling