+8,524.1%
SHOP vs ROST
+420.6%
+8,103.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -4.0% |
| 7D | +2.8% | +3.2% | -0.3% | +1.3% |
| 30D | -14.2% | +7.4% | -21.6% | -17.3% |
| 3M | -5.5% | -6.1% | +0.5% | -2.7% |
| 6M | +32.8% | +6.2% | +26.6% | +27.4% |
| YTD | -8.9% | +33.4% | -42.4% | -22.6% |
| 1Y | -7.7% | +48.8% | -56.5% | -26.0% |
| 3Y | +139.0% | +99.5% | +39.5% | +64.4% |
| 5Y | -0.5% | +112.7% | -113.2% | -35.0% |
| 10Y | +3,557.0% | +316.4% | +3,240.6% | +1,756.0% |
| All | +8,524.1% | +420.6% | +8,103.5% | +4,492.2% |
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