+23.5%
NVDA vs SHEL
+39.6%
-16.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | 0.0% |
| 7D | -5.1% | +4.1% | -9.2% | -4.9% |
| 30D | -2.5% | +8.4% | -10.9% | -2.1% |
| 3M | +6.7% | +13.7% | -7.0% | +7.0% |
| 6M | +17.6% | +12.7% | +4.9% | +17.1% |
| YTD | +17.3% | +35.3% | -18.0% | +11.5% |
| 1Y | +23.5% | +39.4% | -15.9% | +18.7% |
| All | +23.5% | +39.6% | -16.1% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling