-4.9%
SHOP vs BKR
+5.7%
-10.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -5.5% | +12.9% | +6.7% |
| 7D | -9.0% | -8.8% | -0.3% | -9.8% |
| 30D | -4.4% | -13.1% | +8.7% | -5.5% |
| 3M | +24.1% | -18.9% | +43.0% | +22.2% |
| 6M | +20.0% | -27.2% | +47.2% | +17.5% |
| YTD | -4.9% | +10.7% | -15.6% | -10.3% |
| 1Y | -4.9% | +9.7% | -14.6% | -11.4% |
| All | -4.9% | +5.7% | -10.6% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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