+1,881.0%
SHEL vs RCL
+5,811.4%
-3,930.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.9% |
| 7D | -3.9% | +0.6% | -4.5% | -4.1% |
| 30D | -3.7% | +19.4% | -23.1% | -7.4% |
| 3M | +9.1% | +9.8% | -0.7% | +6.3% |
| 6M | +16.7% | +28.6% | -11.9% | +9.1% |
| YTD | +36.8% | +22.2% | +14.7% | +27.1% |
| 1Y | +31.8% | +29.7% | +2.1% | +20.6% |
| 3Y | +67.9% | +265.3% | -197.4% | +18.0% |
| 5Y | +163.3% | +301.8% | -138.4% | +70.2% |
| 10Y | +210.7% | +360.5% | -149.8% | +72.7% |
| All | +1,881.0% | +5,811.4% | -3,930.4% | +490.9% |
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