+43.3%
SHEL vs RVMD
+244.4%
-201.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -5.1% | -2.2% |
| 7D | -3.2% | +5.8% | -9.0% | -3.1% |
| 30D | +5.5% | -3.8% | +9.4% | +5.5% |
| 3M | +14.4% | +3.2% | +11.1% | +14.5% |
| 6M | +16.2% | +35.0% | -18.9% | +16.5% |
| YTD | +42.4% | +150.7% | -108.3% | +46.0% |
| 1Y | +43.3% | +241.0% | -197.7% | +44.2% |
| All | +43.3% | +244.4% | -201.1% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 1y: compounded portfolio wealth divided by compounded RVMD 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…
1y analysis · Full analysis span regression · 6 months rolling