+192.5%
SHEL vs RMD
-22.7%
+215.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.5% | +0.4% |
| 7D | +3.9% | -4.2% | +8.1% | +4.2% |
| 30D | +7.0% | -2.1% | +9.0% | +7.1% |
| 3M | +12.5% | +13.8% | -1.3% | +11.2% |
| 6M | +14.8% | -10.6% | +25.4% | +15.7% |
| YTD | +34.2% | -8.1% | +42.3% | +34.9% |
| 1Y | +37.0% | -18.0% | +55.0% | +39.1% |
| 3Y | +70.9% | +52.9% | +18.0% | +61.9% |
| 5Y | +192.5% | -22.3% | +214.8% | +175.0% |
| All | +192.5% | -22.7% | +215.3% | +175.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling