+204.7%
SHEL vs RY
+360.9%
-156.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.2% | 0.0% |
| 7D | -8.8% | -0.9% | -7.9% | -8.3% |
| 30D | +2.3% | +5.9% | -3.5% | -2.5% |
| 3M | +11.6% | -4.3% | +15.8% | +14.7% |
| 6M | +15.7% | +12.1% | +3.6% | +3.8% |
| YTD | +38.6% | +20.3% | +18.3% | +16.4% |
| 1Y | +38.5% | +41.0% | -2.5% | +1.3% |
| 3Y | +66.9% | +157.5% | -90.7% | -31.3% |
| 5Y | +160.6% | +123.2% | +37.4% | +21.0% |
| All | +204.7% | +360.9% | -156.2% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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