-2.9%
SHOP vs RCL
+247.7%
-250.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.4% | +2.2% | +2.7% |
| 7D | -5.4% | +6.5% | -12.0% | -8.9% |
| 30D | -10.3% | +15.9% | -26.2% | -18.1% |
| 3M | +1.0% | +2.7% | -1.7% | -1.4% |
| 6M | +41.2% | +15.2% | +26.0% | +27.3% |
| YTD | -7.5% | +19.2% | -26.7% | -21.3% |
| 1Y | -4.6% | +31.6% | -36.2% | -24.7% |
| 3Y | +146.4% | +274.2% | -127.8% | -7.1% |
| All | -2.9% | +247.7% | -250.6% | -68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling