+312.1%
ROST vs SHAK
+87.2%
+224.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.2% | -0.8% | +1.6% |
| 7D | +0.2% | -8.3% | +8.5% | +2.3% |
| 30D | -6.9% | -12.6% | +5.8% | -3.9% |
| 3M | -3.3% | +9.1% | -12.4% | -6.0% |
| 6M | +9.0% | -31.2% | +40.3% | +16.3% |
| YTD | +28.9% | -21.6% | +50.4% | +32.3% |
| 1Y | +54.0% | -38.8% | +92.8% | +67.5% |
| 3Y | +100.7% | +0.6% | +100.1% | +79.8% |
| 5Y | +116.0% | -22.5% | +138.6% | +95.8% |
| All | +312.1% | +87.2% | +224.9% | +171.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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