+210.0%
SHEL vs RSG
+428.9%
-218.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +0.5% |
| 7D | +4.1% | 0.0% | +4.1% | +4.1% |
| 30D | +8.4% | +4.0% | +4.4% | +6.3% |
| 3M | +13.7% | +7.4% | +6.3% | +9.4% |
| 6M | +12.7% | +0.1% | +12.6% | +12.0% |
| YTD | +35.3% | +6.0% | +29.3% | +30.3% |
| 1Y | +39.4% | -3.0% | +42.3% | +40.2% |
| 3Y | +71.5% | +56.5% | +15.0% | +29.1% |
| 5Y | +195.0% | +90.9% | +104.1% | +90.3% |
| All | +210.0% | +428.9% | -218.9% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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