+36.4%
SHEL vs RL
+15.3%
+21.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.3% |
| 7D | +0.8% | +2.6% | -1.8% | +1.0% |
| 30D | -3.6% | +2.9% | -6.5% | -3.3% |
| 3M | +12.0% | 0.0% | +12.0% | +12.3% |
| 6M | +19.7% | +17.1% | +2.6% | +21.2% |
| YTD | +39.6% | +10.1% | +29.5% | +39.7% |
| 1Y | +36.4% | +17.3% | +19.1% | +36.6% |
| All | +36.4% | +15.3% | +21.2% | +36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling