+43.3%
SHEL vs RJF
+7.8%
+35.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.3% | -6.6% | -2.1% |
| 7D | -3.2% | +7.2% | -10.3% | -2.9% |
| 30D | +5.5% | +4.9% | +0.6% | +5.7% |
| 3M | +14.4% | -5.5% | +19.9% | +14.3% |
| 6M | +16.2% | +8.0% | +8.2% | +15.8% |
| YTD | +42.4% | +6.2% | +36.3% | +42.2% |
| 1Y | +43.3% | +7.8% | +35.5% | +42.7% |
| All | +43.3% | +7.8% | +35.5% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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