+207.8%
SHEL vs ROIV
+232.7%
-24.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.8% |
| 3M | +8.1% | +18.3% | -10.2% | +7.6% |
| 6M | +14.4% | +18.3% | -3.9% | +13.8% |
| YTD | +30.0% | +61.0% | -31.0% | +28.1% |
| 1Y | +33.3% | +177.9% | -144.6% | +29.5% |
| 3Y | +66.4% | +199.1% | -132.6% | +60.7% |
| 5Y | +178.6% | +250.7% | -72.1% | +154.1% |
| All | +207.8% | +232.7% | -24.9% | +172.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling