+192.5%
SHEL vs RJF
+101.5%
+91.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.7% |
| 7D | +3.9% | -4.2% | +8.1% | +5.2% |
| 30D | +7.0% | -3.6% | +10.6% | +7.9% |
| 3M | +12.5% | +15.6% | -3.2% | +7.4% |
| 6M | +14.8% | +17.6% | -2.8% | +8.7% |
| YTD | +34.2% | +9.2% | +25.0% | +29.4% |
| 1Y | +37.0% | +5.5% | +31.5% | +33.3% |
| 3Y | +70.9% | +70.3% | +0.6% | +36.1% |
| 5Y | +192.5% | +106.0% | +86.5% | +104.6% |
| All | +192.5% | +101.5% | +91.0% | +104.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling