+8,434.7%
SHOP vs ROST
+401.6%
+8,033.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -5.1% | +0.9% | -6.0% | -5.6% |
| 30D | +0.6% | -8.9% | +9.5% | +5.4% |
| 3M | +25.0% | -0.8% | +25.9% | +25.2% |
| 6M | +11.9% | +8.5% | +3.4% | +6.2% |
| YTD | -9.9% | +28.6% | -38.5% | -21.8% |
| 1Y | 0.0% | +52.3% | -52.4% | -20.9% |
| 3Y | +117.5% | +94.8% | +22.7% | +52.0% |
| 5Y | -6.6% | +110.8% | -117.4% | -38.3% |
| 10Y | +3,320.3% | +304.5% | +3,015.8% | +1,668.1% |
| All | +8,434.7% | +401.6% | +8,033.1% | +4,536.9% |
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