+210.0%
SHEL vs RNG
+222.9%
-12.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +4.1% | -6.1% | +10.2% | +4.4% |
| 30D | +8.4% | +9.6% | -1.2% | +7.8% |
| 3M | +13.7% | +83.3% | -69.6% | +9.7% |
| 6M | +12.7% | +77.9% | -65.2% | +8.5% |
| YTD | +35.3% | +139.9% | -104.6% | +27.4% |
| 1Y | +39.4% | +121.7% | -82.3% | +31.6% |
| 3Y | +71.5% | +121.9% | -50.4% | +59.5% |
| 5Y | +195.0% | -68.4% | +263.4% | +198.8% |
| All | +210.0% | +222.9% | -12.9% | +148.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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