+138.7%
SHEL vs RVMD
+634.9%
-496.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +2.7% |
| 7D | +1.9% | -1.2% | +3.2% | +2.0% |
| 30D | +8.7% | +1.1% | +7.6% | +8.5% |
| 3M | +11.0% | +39.6% | -28.6% | +7.4% |
| 6M | +14.6% | +110.7% | -96.1% | +5.6% |
| YTD | +33.3% | +160.3% | -127.0% | +19.3% |
| 1Y | +37.9% | +404.9% | -367.1% | +14.3% |
| 3Y | +69.7% | +545.5% | -475.7% | +32.2% |
| 5Y | +190.2% | +584.7% | -394.5% | +112.1% |
| All | +138.7% | +634.9% | -496.2% | +36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling