+66.0%
SHEL vs ROIV
+201.4%
-135.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.6% |
| 7D | +2.2% | +0.6% | +1.6% | +2.2% |
| 30D | +6.8% | +1.0% | +5.9% | +6.7% |
| 3M | +8.1% | +18.3% | -10.2% | +6.9% |
| 6M | +14.4% | +18.3% | -3.9% | +12.9% |
| YTD | +30.0% | +61.0% | -31.0% | +24.9% |
| 1Y | +33.3% | +177.9% | -144.6% | +21.7% |
| All | +66.0% | +201.4% | -135.4% | +48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling