+207.4%
SHEL vs RGEN
+414.1%
-206.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +3.9% | -2.9% | +6.8% | +4.1% |
| 30D | +7.0% | -0.1% | +7.0% | +6.9% |
| 3M | +12.5% | +25.9% | -13.4% | +10.8% |
| 6M | +14.8% | +35.2% | -20.4% | +12.3% |
| YTD | +34.2% | +0.5% | +33.7% | +33.7% |
| 1Y | +37.0% | +37.0% | 0.0% | +33.7% |
| 3Y | +70.9% | +2.0% | +68.9% | +67.3% |
| 5Y | +192.5% | -44.2% | +236.7% | +190.7% |
| All | +207.4% | +414.1% | -206.7% | +145.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 10y: compounded portfolio wealth divided by compounded RGEN 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…
10y analysis · Full analysis span regression · 6 months rolling