+210.0%
SHEL vs RRX
+228.4%
-18.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.8% | -0.2% |
| 7D | +4.1% | -0.3% | +4.5% | +4.2% |
| 30D | +8.4% | -6.1% | +14.5% | +10.2% |
| 3M | +13.7% | -23.1% | +36.8% | +20.9% |
| 6M | +12.7% | -19.5% | +32.2% | +16.0% |
| YTD | +35.3% | +16.1% | +19.2% | +21.2% |
| 1Y | +39.4% | +12.9% | +26.4% | +24.8% |
| 3Y | +71.5% | +7.9% | +63.5% | +45.8% |
| 5Y | +195.0% | +19.1% | +175.9% | +123.4% |
| All | +210.0% | +228.4% | -18.4% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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