+244.5%
SHEL vs RPRX
+57.8%
+186.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -5.3% | +7.8% | +3.1% |
| 7D | +1.9% | -2.8% | +4.7% | +2.2% |
| 30D | +8.7% | +7.2% | +1.5% | +7.8% |
| 3M | +11.0% | +10.9% | +0.1% | +9.6% |
| 6M | +14.6% | +34.6% | -20.0% | +10.6% |
| YTD | +33.3% | +59.0% | -25.7% | +26.1% |
| 1Y | +37.9% | +72.5% | -34.7% | +29.0% |
| 3Y | +69.7% | +124.1% | -54.3% | +52.9% |
| 5Y | +190.2% | +75.9% | +114.2% | +169.9% |
| All | +244.5% | +57.8% | +186.6% | +217.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling