+70.0%
SHEL vs NVD
-99.1%
+169.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.5% | -4.1% | +0.5% |
| 7D | +3.9% | +9.0% | -5.1% | +4.2% |
| 30D | +7.0% | -5.5% | +12.4% | +6.9% |
| 3M | +12.5% | -24.6% | +37.1% | +11.8% |
| 6M | +14.8% | -42.1% | +56.8% | +13.1% |
| YTD | +34.2% | -44.3% | +78.5% | +32.4% |
| 1Y | +37.0% | -54.2% | +91.2% | +34.6% |
| All | +70.0% | -99.1% | +169.1% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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