+71.5%
SHEL vs RMBS
+55.3%
+16.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.8% |
| 7D | +4.1% | +1.8% | +2.3% | +4.0% |
| 30D | +8.4% | -13.9% | +22.3% | +9.1% |
| 3M | +13.7% | -39.8% | +53.5% | +16.2% |
| 6M | +12.7% | -6.0% | +18.7% | +11.4% |
| YTD | +35.3% | -5.4% | +40.7% | +32.9% |
| 1Y | +39.4% | -1.8% | +41.2% | +35.8% |
| 3Y | +71.5% | +53.7% | +17.8% | +59.3% |
| All | +71.5% | +55.3% | +16.2% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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