+43.3%
SHEL vs RDW
+9.7%
+33.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.9% | +2.7% | -2.2% |
| 7D | -3.2% | -14.3% | +11.2% | -2.9% |
| 30D | +5.5% | -26.0% | +31.5% | +6.1% |
| 3M | +14.4% | -27.4% | +41.7% | +14.9% |
| 6M | +16.2% | -10.6% | +26.8% | +13.3% |
| YTD | +42.4% | +1.6% | +40.8% | +37.0% |
| 1Y | +43.3% | +11.1% | +32.2% | +37.8% |
| All | +43.3% | +9.7% | +33.6% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 1y: compounded portfolio wealth divided by compounded RDW 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…
1y analysis · Full analysis span regression · 6 months rolling