-11.0%
SHOP vs ROST
+53.4%
-64.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | -13.2% | -2.5% | -10.7% | -12.3% |
| 30D | -17.0% | -10.3% | -6.8% | -13.6% |
| 3M | +17.0% | -2.6% | +19.6% | +18.5% |
| 6M | -2.1% | +6.5% | -8.7% | -5.8% |
| YTD | -21.4% | +25.9% | -47.3% | -29.1% |
| 1Y | -11.0% | +52.3% | -63.3% | -23.4% |
| All | -11.0% | +53.4% | -64.4% | -23.4% |
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