+2,460.3%
SHEL vs RVTY
+2,416.7%
+43.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | +2.2% | +1.1% | +1.1% | +2.0% |
| 30D | +6.8% | +13.2% | -6.4% | +4.2% |
| 3M | +8.1% | +27.2% | -19.1% | +2.7% |
| 6M | +14.4% | +32.4% | -18.0% | +7.1% |
| YTD | +30.0% | +34.9% | -4.9% | +20.9% |
| 1Y | +33.3% | +52.4% | -19.0% | +20.6% |
| 3Y | +66.4% | +12.3% | +54.2% | +56.6% |
| 5Y | +178.6% | -30.8% | +209.4% | +183.3% |
| 10Y | +198.4% | +150.7% | +47.7% | +128.6% |
| All | +2,460.3% | +2,416.7% | +43.6% | +870.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling