+215.6%
SHEL vs ROIV
+295.0%
-79.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +18.8% | -16.2% | +2.1% |
| 7D | +1.9% | +20.2% | -18.2% | +1.4% |
| 30D | +8.7% | +14.1% | -5.5% | +8.2% |
| 3M | +11.0% | +45.6% | -34.6% | +9.9% |
| 6M | +14.6% | +44.1% | -29.6% | +13.4% |
| YTD | +33.3% | +91.2% | -57.9% | +30.8% |
| 1Y | +37.9% | +221.3% | -183.4% | +33.4% |
| 3Y | +69.7% | +229.2% | -159.5% | +63.3% |
| 5Y | +190.2% | +316.5% | -126.3% | +163.5% |
| All | +215.6% | +295.0% | -79.4% | +178.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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