-4.9%
SHOP vs RCL
+27.6%
-32.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +6.4% | +1.0% | +5.1% |
| 7D | -9.0% | +11.7% | -20.7% | -12.4% |
| 30D | -4.4% | +21.1% | -25.6% | -10.5% |
| 3M | +24.1% | +2.9% | +21.2% | +22.8% |
| 6M | +20.0% | +29.8% | -9.8% | +9.1% |
| YTD | -4.9% | +21.4% | -26.4% | -10.8% |
| 1Y | -4.9% | +32.0% | -36.9% | -14.5% |
| All | -4.9% | +27.6% | -32.5% | -14.5% |
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