+220.3%
SHEL vs RL
+337.1%
-116.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.6% |
| 7D | +0.8% | +2.6% | -1.8% | +0.1% |
| 30D | -3.6% | +2.9% | -6.5% | -4.6% |
| 3M | +12.0% | 0.0% | +12.0% | +11.5% |
| 6M | +19.7% | +17.1% | +2.6% | +13.3% |
| YTD | +39.6% | +10.1% | +29.5% | +33.1% |
| 1Y | +36.4% | +17.3% | +19.1% | +27.5% |
| 3Y | +70.2% | +249.3% | -179.1% | +9.7% |
| 5Y | +169.2% | +240.9% | -71.7% | +68.2% |
| All | +220.3% | +337.1% | -116.7% | +70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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