+2,525.5%
SHEL vs RJF
+49,360.8%
-46,835.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +2.8% |
| 7D | +1.9% | +1.8% | +0.2% | +1.4% |
| 30D | +8.7% | 0.0% | +8.7% | +8.5% |
| 3M | +11.0% | +18.0% | -7.0% | +5.8% |
| 6M | +14.6% | +17.0% | -2.4% | +9.2% |
| YTD | +33.3% | +11.1% | +22.2% | +28.4% |
| 1Y | +37.9% | +8.0% | +29.9% | +33.6% |
| 3Y | +69.7% | +73.3% | -3.5% | +42.6% |
| 5Y | +190.2% | +107.4% | +82.7% | +129.5% |
| 10Y | +197.0% | +428.5% | -231.5% | +83.1% |
| All | +2,525.5% | +49,360.8% | -46,835.3% | +811.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling