+222.1%
SHEL vs ROIV
+292.3%
-70.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.7% |
| 7D | -6.7% | +14.3% | -20.9% | -6.9% |
| 30D | -2.9% | +16.2% | -19.1% | -3.3% |
| 3M | +9.1% | +15.1% | -6.0% | +8.6% |
| 6M | +17.9% | +44.2% | -26.3% | +16.7% |
| YTD | +36.0% | +89.8% | -53.8% | +33.5% |
| 1Y | +31.8% | +94.6% | -62.8% | +29.2% |
| 3Y | +66.9% | +367.5% | -300.7% | +59.9% |
| 5Y | +160.6% | +421.4% | -260.8% | +142.5% |
| All | +222.1% | +292.3% | -70.2% | +183.8% |
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