+177.6%
SHEL vs RNG
+309.1%
-131.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.4% | +6.9% | +2.8% |
| 7D | +1.9% | -0.8% | +2.8% | +2.0% |
| 30D | +8.7% | +11.4% | -2.7% | +7.8% |
| 3M | +11.0% | +72.1% | -61.1% | +6.7% |
| 6M | +14.6% | +67.9% | -53.4% | +9.9% |
| YTD | +33.3% | +144.3% | -111.1% | +23.9% |
| 1Y | +37.9% | +117.5% | -79.7% | +29.0% |
| 3Y | +69.7% | +123.9% | -54.1% | +55.8% |
| 5Y | +190.1% | -70.1% | +260.2% | +198.7% |
| 10Y | +197.0% | +215.9% | -18.9% | +120.4% |
| All | +177.6% | +309.1% | -131.5% | +100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling