+210.0%
SHEL vs RJF
+429.3%
-219.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.9% |
| 7D | +4.1% | -2.7% | +6.8% | +5.3% |
| 30D | +8.4% | -4.3% | +12.6% | +10.2% |
| 3M | +13.7% | +15.7% | -2.0% | +6.2% |
| 6M | +12.7% | +17.8% | -5.1% | +4.0% |
| YTD | +35.3% | +9.2% | +26.1% | +28.3% |
| 1Y | +39.4% | +2.8% | +36.6% | +35.2% |
| 3Y | +71.5% | +69.5% | +2.0% | +27.5% |
| 5Y | +195.0% | +105.9% | +89.1% | +92.0% |
| All | +210.0% | +429.3% | -219.3% | +28.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling