+76.1%
SHEL vs NVD
-99.2%
+175.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.9% | -1.3% | +2.7% |
| 7D | +1.9% | -7.7% | +9.6% | +1.7% |
| 30D | +8.7% | -5.8% | +14.4% | +8.6% |
| 3M | +11.0% | -23.2% | +34.2% | +10.4% |
| 6M | +14.6% | -49.7% | +64.3% | +12.4% |
| YTD | +33.3% | -47.7% | +81.0% | +31.3% |
| 1Y | +37.9% | -61.3% | +99.2% | +34.7% |
| 3Y | +69.7% | -99.2% | +168.9% | +60.1% |
| All | +76.1% | -99.2% | +175.2% | +66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling