+70.2%
SHEL vs RY
+160.3%
-90.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +0.8% | +0.6% | +0.2% | +0.6% |
| 30D | -3.6% | +5.0% | -8.6% | -4.9% |
| 3M | +12.0% | -5.3% | +17.4% | +13.6% |
| 6M | +19.7% | +13.8% | +5.9% | +14.1% |
| YTD | +39.6% | +21.0% | +18.7% | +30.2% |
| 1Y | +36.4% | +40.5% | -4.1% | +20.0% |
| 3Y | +70.2% | +159.7% | -89.5% | +17.7% |
| All | +70.2% | +160.3% | -90.1% | +17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling