-11.2%
SHOP vs BKR
+28.9%
-40.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.7% |
| 7D | -11.2% | -7.0% | -4.2% | -11.0% |
| 30D | -14.4% | -8.1% | -6.3% | -14.1% |
| 3M | +16.6% | -6.6% | +23.2% | +16.9% |
| 6M | -0.6% | +0.9% | -1.4% | -1.0% |
| YTD | -20.0% | +31.1% | -51.1% | -27.7% |
| 1Y | -11.2% | +27.7% | -38.9% | -17.6% |
| All | -11.2% | +28.9% | -40.1% | -17.6% |
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