+70.0%
SHEL vs RVMD
+536.1%
-466.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.4% |
| 7D | +3.9% | -3.6% | +7.5% | +4.0% |
| 30D | +7.0% | -1.1% | +8.0% | +7.0% |
| 3M | +12.5% | +41.0% | -28.5% | +11.4% |
| 6M | +14.8% | +105.7% | -90.9% | +12.1% |
| YTD | +34.2% | +155.3% | -121.1% | +29.7% |
| 1Y | +37.0% | +402.7% | -365.7% | +28.1% |
| All | +70.0% | +536.1% | -466.0% | +63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling