+249.7%
SHEL vs RPRX
+52.7%
+197.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +0.9% |
| 7D | +4.1% | -8.4% | +12.5% | +5.0% |
| 30D | +8.4% | -0.6% | +9.0% | +8.4% |
| 3M | +13.7% | +6.4% | +7.3% | +12.8% |
| 6M | +12.7% | +26.6% | -13.9% | +9.5% |
| YTD | +35.3% | +53.8% | -18.5% | +28.5% |
| 1Y | +39.4% | +62.8% | -23.4% | +31.2% |
| 3Y | +71.5% | +118.0% | -46.6% | +54.8% |
| 5Y | +195.0% | +71.2% | +123.8% | +175.2% |
| All | +249.7% | +52.7% | +197.0% | +222.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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