-4.9%
SHOP vs ROST
+54.7%
-59.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +6.1% | +1.2% | +4.8% |
| 7D | -9.0% | +7.8% | -16.8% | -11.7% |
| 30D | -4.4% | +8.6% | -13.0% | -7.6% |
| 3M | +24.1% | -1.9% | +26.0% | +24.8% |
| 6M | +20.0% | +9.1% | +10.8% | +15.2% |
| YTD | -4.9% | +37.2% | -42.2% | -19.8% |
| 1Y | -4.9% | +52.7% | -57.7% | -24.0% |
| All | -4.9% | +54.7% | -59.6% | -24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling