+192.5%
SHEL vs ROST
+107.5%
+85.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +3.9% | -2.5% | +6.4% | +4.3% |
| 30D | +7.0% | -10.3% | +17.2% | +8.4% |
| 3M | +12.5% | -2.6% | +15.1% | +12.7% |
| 6M | +14.8% | +6.5% | +8.2% | +13.3% |
| YTD | +34.2% | +25.9% | +8.3% | +29.1% |
| 1Y | +37.0% | +52.3% | -15.3% | +28.0% |
| 3Y | +70.9% | +94.6% | -23.7% | +51.6% |
| 5Y | +192.5% | +111.1% | +81.4% | +165.5% |
| All | +192.5% | +107.5% | +85.0% | +165.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling