+69.4%
SHEL vs ROST
+93.3%
-23.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.4% |
| 7D | +3.0% | -2.2% | +5.2% | +3.1% |
| 30D | +7.2% | -11.4% | +18.6% | +8.0% |
| 3M | +12.9% | -1.6% | +14.5% | +12.8% |
| 6M | +13.7% | +6.8% | +6.9% | +12.8% |
| YTD | +33.7% | +25.8% | +7.9% | +30.3% |
| 1Y | +37.9% | +52.4% | -14.5% | +31.6% |
| All | +69.4% | +93.3% | -23.9% | +52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling