+210.0%
SHEL vs RMD
+274.3%
-64.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | +4.1% | -4.4% | +8.5% | +4.9% |
| 30D | +8.4% | -3.1% | +11.5% | +8.9% |
| 3M | +13.7% | +13.8% | -0.1% | +10.5% |
| 6M | +12.7% | -8.6% | +21.3% | +14.0% |
| YTD | +35.3% | -8.6% | +43.9% | +36.6% |
| 1Y | +39.4% | -19.7% | +59.0% | +44.2% |
| 3Y | +71.5% | +48.4% | +23.1% | +51.5% |
| 5Y | +195.0% | -22.7% | +217.7% | +199.6% |
| All | +210.0% | +274.3% | -64.3% | +140.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 10y: compounded portfolio wealth divided by compounded RMD 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…
10y analysis · Full analysis span regression · 6 months rolling