-4.9%
SHOP vs RBRK
+62.9%
-67.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.1% | +5.2% | +6.5% |
| 7D | -9.0% | -12.5% | +3.5% | -4.4% |
| 30D | -4.4% | -3.0% | -1.4% | -3.7% |
| 3M | +24.1% | +46.9% | -22.8% | +4.9% |
| 6M | +20.0% | +105.4% | -85.4% | -11.3% |
| YTD | -4.9% | +55.6% | -60.5% | -29.6% |
| 1Y | -4.9% | +63.9% | -68.8% | -28.8% |
| All | -4.9% | +62.9% | -67.8% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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