+210.0%
SHEL vs RVTY
+145.6%
+64.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -1.9% | +0.3% |
| 7D | +4.1% | -4.5% | +8.6% | +5.0% |
| 30D | +8.4% | +5.5% | +2.9% | +7.1% |
| 3M | +13.7% | +22.5% | -8.8% | +8.6% |
| 6M | +12.7% | +38.9% | -26.2% | +4.0% |
| YTD | +35.3% | +28.7% | +6.6% | +26.4% |
| 1Y | +39.4% | +45.5% | -6.1% | +26.1% |
| 3Y | +71.5% | +16.4% | +55.1% | +59.1% |
| 5Y | +195.0% | -32.7% | +227.8% | +210.0% |
| All | +210.0% | +145.6% | +64.4% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling