+71.7%
SHEL vs RL
+254.6%
-182.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.8% | -6.0% | -0.6% |
| 7D | -5.8% | +0.2% | -6.0% | -5.8% |
| 30D | -1.3% | +7.3% | -8.6% | -1.9% |
| 3M | +12.7% | +1.0% | +11.7% | +12.6% |
| 6M | +19.9% | +11.8% | +8.1% | +18.4% |
| YTD | +38.3% | +13.6% | +24.6% | +35.8% |
| 1Y | +35.7% | +24.0% | +11.6% | +31.5% |
| 3Y | +71.7% | +256.6% | -184.9% | +46.7% |
| All | +71.7% | +254.6% | -182.9% | +46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling