+450.4%
ROST vs SHAK
+34.1%
+416.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.5% | +4.8% | -0.4% |
| 7D | -2.2% | -7.2% | +5.0% | -0.7% |
| 30D | -11.4% | -11.8% | +0.4% | -9.2% |
| 3M | -1.6% | +17.2% | -18.8% | -5.4% |
| 6M | +6.8% | -34.1% | +41.0% | +14.0% |
| YTD | +25.8% | -22.4% | +48.2% | +29.1% |
| 1Y | +52.4% | -35.9% | +88.3% | +62.3% |
| 3Y | +94.4% | -3.4% | +97.7% | +80.3% |
| 5Y | +108.2% | -25.4% | +133.6% | +94.9% |
| 10Y | +308.5% | +83.4% | +225.1% | +210.0% |
| All | +450.4% | +34.1% | +416.3% | +327.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling