0.0%
SHOP vs BKR
+42.5%
-42.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -5.1% | +1.7% | -6.9% | -5.2% |
| 30D | +0.6% | +3.3% | -2.8% | +0.4% |
| 3M | +25.0% | -3.6% | +28.6% | +25.3% |
| 6M | +11.9% | +5.0% | +6.9% | +11.5% |
| YTD | -9.9% | +40.9% | -50.8% | -18.1% |
| 1Y | 0.0% | +39.2% | -39.3% | -6.3% |
| All | 0.0% | +42.5% | -42.5% | -6.3% |
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