+2,525.5%
SHEL vs ROST
+69,900.9%
-67,375.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +3.0% | +2.6% |
| 7D | +1.9% | +0.2% | +1.7% | +1.9% |
| 30D | +8.7% | -10.0% | +18.6% | +10.2% |
| 3M | +11.0% | +1.2% | +9.7% | +10.6% |
| 6M | +14.6% | +8.9% | +5.6% | +12.7% |
| YTD | +33.3% | +28.1% | +5.2% | +28.1% |
| 1Y | +37.9% | +53.0% | -15.1% | +29.0% |
| 3Y | +69.7% | +97.9% | -28.1% | +51.9% |
| 5Y | +190.2% | +112.0% | +78.2% | +153.3% |
| 10Y | +197.0% | +303.0% | -106.0% | +139.9% |
| All | +2,525.5% | +69,900.9% | -67,375.3% | +1,639.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ROST 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling