+13.7%
SHEL vs RRX
-12.9%
+26.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.3% |
| 7D | +3.0% | -0.7% | +3.7% | +3.0% |
| 30D | +7.2% | -8.0% | +15.2% | +7.1% |
| 3M | +12.9% | -25.1% | +37.9% | +12.6% |
| 6M | +13.7% | -18.3% | +32.0% | +16.3% |
| All | +13.7% | -12.9% | +26.6% | +16.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling