+66.0%
SHEL vs RL
+214.6%
-148.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.4% | +0.5% |
| 7D | +2.2% | -0.8% | +3.0% | +2.3% |
| 30D | +6.8% | -7.8% | +14.6% | +7.5% |
| 3M | +8.1% | -4.0% | +12.1% | +8.2% |
| 6M | +14.4% | -1.9% | +16.3% | +14.0% |
| YTD | +30.0% | -0.2% | +30.1% | +29.0% |
| 1Y | +33.3% | +10.7% | +22.7% | +30.3% |
| All | +66.0% | +214.6% | -148.7% | +47.5% |
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