+207.3%
SHEL vs RL
+297.6%
-90.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +1.2% |
| 7D | +3.0% | -0.3% | +3.3% | +3.0% |
| 30D | +7.2% | -17.5% | +24.7% | +12.6% |
| 3M | +12.9% | -14.0% | +26.9% | +16.8% |
| 6M | +13.7% | -2.0% | +15.7% | +12.4% |
| YTD | +33.7% | -4.6% | +38.3% | +32.8% |
| 1Y | +37.9% | +9.5% | +28.4% | +31.2% |
| 3Y | +70.2% | +200.5% | -130.2% | +14.5% |
| 5Y | +192.3% | +226.3% | -33.9% | +82.7% |
| 10Y | +207.3% | +304.8% | -97.5% | +69.2% |
| All | +207.3% | +297.6% | -90.3% | +69.2% |
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