+69.4%
SHEL vs RVTY
+16.6%
+52.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.5% |
| 7D | +3.0% | -5.4% | +8.4% | +3.5% |
| 30D | +7.2% | +6.7% | +0.5% | +6.5% |
| 3M | +12.9% | +19.0% | -6.1% | +10.9% |
| 6M | +13.7% | +34.6% | -21.0% | +9.9% |
| YTD | +33.7% | +28.3% | +5.4% | +29.6% |
| 1Y | +37.9% | +46.0% | -8.2% | +31.0% |
| All | +69.4% | +16.6% | +52.8% | +67.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling