+501.1%
SHEL vs VO
+827.2%
-326.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.9% |
| 7D | +2.2% | -0.3% | +2.5% | +2.4% |
| 30D | +6.8% | -0.3% | +7.2% | +7.0% |
| 3M | +8.1% | +2.9% | +5.2% | +5.0% |
| 6M | +14.4% | +9.3% | +5.1% | +4.9% |
| YTD | +30.0% | +14.2% | +15.8% | +14.7% |
| 1Y | +33.3% | +15.3% | +18.1% | +16.5% |
| 3Y | +66.4% | +56.2% | +10.2% | +9.2% |
| 5Y | +178.6% | +42.4% | +136.1% | +93.0% |
| 10Y | +198.4% | +194.7% | +3.7% | +8.3% |
| All | +501.1% | +827.2% | -326.1% | -22.0% |
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