+518.6%
SHEL vs OVV
+146.7%
+371.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -8.8% | -16.7% | +7.8% | -2.9% |
| 30D | +2.3% | -1.5% | +3.8% | +2.8% |
| 3M | +11.6% | +1.6% | +10.0% | +10.6% |
| 6M | +15.7% | +2.0% | +13.6% | +14.3% |
| YTD | +38.6% | +56.8% | -18.3% | +17.3% |
| 1Y | +38.5% | +64.8% | -26.4% | +15.0% |
| 3Y | +66.9% | +38.3% | +28.6% | +42.6% |
| 5Y | +160.6% | +84.9% | +75.7% | +89.2% |
| 10Y | +214.1% | +54.5% | +159.6% | +62.6% |
| All | +518.6% | +146.7% | +371.8% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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