+3,781.0%
SHOP vs ROST
+300.7%
+3,480.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.6% | +1.5% |
| 7D | -1.2% | +0.3% | -1.5% | -1.4% |
| 30D | -14.7% | +0.5% | -15.2% | -15.0% |
| 3M | -7.2% | -5.2% | -2.0% | -4.7% |
| 6M | +54.2% | +9.8% | +44.3% | +44.8% |
| YTD | -8.6% | +29.4% | -38.0% | -21.6% |
| 1Y | +0.5% | +44.4% | -43.8% | -18.9% |
| 3Y | +135.9% | +95.0% | +40.9% | +61.6% |
| 5Y | -11.9% | +111.9% | -123.8% | -43.2% |
| All | +3,781.0% | +300.7% | +3,480.3% | +1,936.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling