+70.2%
SHEL vs RGEN
+15.2%
+55.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.6% | +1.3% |
| 7D | +0.8% | -3.3% | +4.1% | +0.9% |
| 30D | -3.6% | -5.8% | +2.3% | -3.4% |
| 3M | +12.0% | +0.2% | +11.9% | +11.8% |
| 6M | +19.7% | +56.8% | -37.1% | +16.1% |
| YTD | +39.6% | +2.4% | +37.2% | +39.5% |
| 1Y | +36.4% | +11.4% | +25.0% | +35.3% |
| 3Y | +70.2% | +15.2% | +55.0% | +63.9% |
| All | +70.2% | +15.2% | +55.0% | +63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling