+188.8%
SHEL vs RSG
+89.9%
+98.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +0.7% |
| 7D | +4.1% | 0.0% | +4.1% | +4.1% |
| 30D | +8.4% | +4.0% | +4.4% | +7.4% |
| 3M | +13.7% | +7.4% | +6.3% | +11.7% |
| 6M | +12.7% | +0.1% | +12.6% | +12.5% |
| YTD | +35.3% | +6.0% | +29.3% | +33.1% |
| 1Y | +39.4% | -3.0% | +42.3% | +40.0% |
| 3Y | +71.5% | +56.5% | +15.0% | +51.3% |
| All | +188.8% | +89.9% | +98.9% | +155.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling