+220.3%
SHEL vs RRC
+73.1%
+147.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | +0.8% | +6.4% | -5.6% | -0.5% |
| 30D | -3.6% | +23.9% | -27.5% | -8.2% |
| 3M | +12.0% | +30.2% | -18.1% | +5.5% |
| 6M | +19.7% | +26.3% | -6.6% | +13.3% |
| YTD | +39.6% | +48.1% | -8.4% | +27.8% |
| 1Y | +36.4% | +37.7% | -1.2% | +26.6% |
| 3Y | +70.2% | +60.3% | +9.9% | +50.9% |
| 5Y | +169.2% | +135.3% | +33.9% | +114.5% |
| All | +220.3% | +73.1% | +147.3% | +126.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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