+39.4%
SHEL vs RDW
+29.5%
+9.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +0.9% |
| 7D | +4.1% | +0.9% | +3.3% | +4.1% |
| 30D | +8.4% | -21.3% | +29.7% | +9.0% |
| 3M | +13.7% | -37.9% | +51.6% | +15.2% |
| 6M | +12.7% | +12.3% | +0.4% | +9.7% |
| YTD | +35.3% | +39.7% | -4.4% | +29.4% |
| 1Y | +39.4% | +25.7% | +13.7% | +33.9% |
| All | +39.4% | +29.5% | +9.9% | +33.9% |
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