+14,546.7%
NVDA vs SHEL
+214.0%
+14,332.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.3% |
| 7D | -5.1% | +4.1% | -9.2% | -6.5% |
| 30D | -2.5% | +8.4% | -10.9% | -5.4% |
| 3M | +6.7% | +13.7% | -7.0% | +1.3% |
| 6M | +17.6% | +12.7% | +4.9% | +11.5% |
| YTD | +17.3% | +35.3% | -18.0% | +3.4% |
| 1Y | +23.5% | +39.4% | -15.9% | +7.5% |
| 3Y | +384.6% | +71.5% | +313.2% | +287.0% |
| 5Y | +875.4% | +195.0% | +680.4% | +525.8% |
| All | +14,546.7% | +214.0% | +14,332.7% | +11,748.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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