+655.2%
SHEL vs RMBS
+1,363.4%
-708.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.9% | +2.4% |
| 7D | +1.9% | +3.0% | -1.0% | +1.7% |
| 30D | +8.7% | -14.4% | +23.1% | +9.9% |
| 3M | +11.0% | -42.8% | +53.8% | +15.4% |
| 6M | +14.6% | -1.4% | +15.9% | +12.7% |
| YTD | +33.3% | -5.4% | +38.7% | +31.0% |
| 1Y | +37.9% | +18.6% | +19.3% | +32.1% |
| 3Y | +69.7% | +57.3% | +12.5% | +54.8% |
| 5Y | +190.2% | +265.7% | -75.5% | +143.8% |
| 10Y | +197.0% | +546.0% | -349.0% | +136.5% |
| All | +655.2% | +1,363.4% | -708.2% | +321.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling