+114.6%
ROST vs SHAK
-22.8%
+137.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.2% | -0.8% | +1.6% |
| 7D | +0.2% | -8.3% | +8.5% | +2.1% |
| 30D | -6.9% | -12.6% | +5.8% | -4.2% |
| 3M | -3.3% | +9.1% | -12.4% | -5.8% |
| 6M | +9.0% | -31.2% | +40.3% | +15.8% |
| YTD | +28.9% | -21.6% | +50.4% | +32.0% |
| 1Y | +54.0% | -38.8% | +92.8% | +66.5% |
| 3Y | +100.7% | +0.6% | +100.1% | +77.9% |
| All | +114.6% | -22.8% | +137.4% | +88.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling