+79.4%
SHOP vs RBRK
+130.3%
-50.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.2% |
| 7D | -13.2% | -3.5% | -9.7% | -11.9% |
| 30D | -17.0% | -8.3% | -8.8% | -15.0% |
| 3M | +17.0% | +24.7% | -7.7% | +5.8% |
| 6M | -2.1% | +58.9% | -61.0% | -19.9% |
| YTD | -21.4% | +16.3% | -37.6% | -28.6% |
| 1Y | -11.0% | +10.1% | -21.1% | -18.9% |
| All | +79.4% | +130.3% | -50.9% | +21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling