+190.2%
SHEL vs RL
+241.4%
-51.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.7% | +2.7% |
| 7D | +1.9% | +1.9% | +0.1% | +1.7% |
| 30D | +8.7% | -12.2% | +20.9% | +10.6% |
| 3M | +11.0% | -6.6% | +17.6% | +11.7% |
| 6M | +14.6% | +3.2% | +11.4% | +12.9% |
| YTD | +33.3% | -1.3% | +34.6% | +32.1% |
| 1Y | +37.9% | +13.6% | +24.3% | +33.1% |
| 3Y | +69.7% | +210.9% | -141.1% | +32.2% |
| 5Y | +190.2% | +246.9% | -56.7% | +115.2% |
| All | +190.2% | +241.4% | -51.3% | +115.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling