+2,525.5%
SHEL vs ROST
+69,765.8%
-67,240.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.6% |
| 7D | +1.9% | 0.0% | +1.9% | +1.9% |
| 30D | +8.7% | -10.2% | +18.8% | +10.2% |
| 3M | +11.0% | +1.0% | +9.9% | +10.6% |
| 6M | +14.6% | +8.7% | +5.8% | +12.8% |
| YTD | +33.3% | +27.8% | +5.5% | +28.1% |
| 1Y | +37.9% | +52.7% | -14.8% | +29.0% |
| 3Y | +69.7% | +97.5% | -27.7% | +52.0% |
| 5Y | +190.2% | +111.6% | +78.6% | +153.3% |
| 10Y | +197.0% | +302.2% | -105.2% | +140.0% |
| All | +2,525.5% | +69,765.8% | -67,240.3% | +1,639.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling