0.0%
SHOP vs RCL
-23.9%
+23.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -5.1% | -5.1% | 0.0% | -3.5% |
| 30D | +0.6% | -19.0% | +19.6% | +7.5% |
| 3M | +25.0% | -9.6% | +34.6% | +28.8% |
| 6M | +11.9% | -6.7% | +18.6% | +13.7% |
| YTD | -9.9% | -3.9% | -5.9% | -8.0% |
| 1Y | 0.0% | -25.1% | +25.0% | +2.9% |
| All | 0.0% | -23.9% | +23.9% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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