+39.4%
SHEL vs RIO
+69.4%
-30.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.3% | +0.7% |
| 7D | +4.1% | -3.2% | +7.3% | +4.7% |
| 30D | +8.4% | +0.9% | +7.5% | +8.1% |
| 3M | +13.7% | -1.4% | +15.1% | +14.1% |
| 6M | +12.7% | +10.9% | +1.8% | +8.6% |
| YTD | +35.3% | +31.2% | +4.1% | +24.5% |
| 1Y | +39.4% | +67.9% | -28.5% | +21.6% |
| All | +39.4% | +69.4% | -30.0% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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