+69.4%
SHEL vs RMD
+51.0%
+18.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.3% |
| 7D | +3.0% | -4.7% | +7.7% | +3.2% |
| 30D | +7.2% | +0.2% | +7.0% | +7.1% |
| 3M | +12.9% | +12.0% | +0.9% | +12.0% |
| 6M | +13.7% | -12.5% | +26.2% | +14.8% |
| YTD | +33.7% | -7.9% | +41.6% | +34.3% |
| 1Y | +37.9% | -20.4% | +58.3% | +40.2% |
| All | +69.4% | +51.0% | +18.4% | +64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling