+2,505.6%
SHEL vs RIO
+6,041.4%
-3,535.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.4% |
| 7D | +1.9% | +1.9% | 0.0% | +1.2% |
| 30D | +8.7% | +5.0% | +3.7% | +6.6% |
| 3M | +11.0% | +5.1% | +5.8% | +8.4% |
| 6M | +14.6% | +17.6% | -3.1% | +6.6% |
| YTD | +33.3% | +36.3% | -3.0% | +17.3% |
| 1Y | +37.9% | +71.2% | -33.3% | +11.4% |
| 3Y | +69.7% | +102.7% | -33.0% | +27.4% |
| 5Y | +190.2% | +99.6% | +90.6% | +115.5% |
| 10Y | +197.0% | +603.1% | -406.1% | +43.0% |
| All | +2,505.6% | +6,041.4% | -3,535.8% | +573.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling