+537.4%
SHEL vs VO
+825.5%
-288.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.5% |
| 7D | -1.6% | +2.9% | -4.5% | -4.1% |
| 30D | -4.3% | +1.0% | -5.3% | -5.3% |
| 3M | +10.4% | -1.7% | +12.1% | +11.6% |
| 6M | +17.5% | +6.7% | +10.9% | +10.2% |
| YTD | +37.8% | +14.0% | +23.8% | +21.4% |
| 1Y | +33.8% | +13.7% | +20.1% | +18.0% |
| 3Y | +69.1% | +65.8% | +3.3% | +5.0% |
| 5Y | +165.7% | +36.6% | +129.1% | +91.1% |
| 10Y | +212.9% | +198.9% | +14.0% | +11.8% |
| All | +537.4% | +825.5% | -288.1% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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