+70.0%
SHEL vs RNG
+120.1%
-50.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | +0.4% |
| 7D | +3.9% | -9.6% | +13.5% | +4.2% |
| 30D | +7.0% | +8.8% | -1.8% | +6.6% |
| 3M | +12.5% | +78.6% | -66.1% | +9.8% |
| 6M | +14.8% | +70.3% | -55.5% | +12.1% |
| YTD | +34.2% | +140.3% | -106.2% | +28.1% |
| 1Y | +37.0% | +126.6% | -89.6% | +31.2% |
| All | +70.0% | +120.1% | -50.1% | +58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling