+518.5%
SHEL vs RSG
+2,013.0%
-1,494.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +3.0% | 0.0% | +3.0% | +3.0% |
| 30D | +7.2% | +3.7% | +3.6% | +6.1% |
| 3M | +12.9% | +6.2% | +6.7% | +10.8% |
| 6M | +13.7% | -2.8% | +16.5% | +14.3% |
| YTD | +33.7% | +5.9% | +27.8% | +31.0% |
| 1Y | +37.9% | -1.8% | +39.6% | +37.8% |
| 3Y | +70.2% | +57.5% | +12.8% | +47.2% |
| 5Y | +192.3% | +91.1% | +101.3% | +136.7% |
| 10Y | +207.3% | +428.1% | -220.8% | +90.4% |
| All | +518.5% | +2,013.0% | -1,494.5% | +179.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling