+8,659.4%
SHOP vs RCL
+391.5%
+8,267.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.4% | +2.2% | +3.1% |
| 7D | -5.4% | +6.5% | -12.0% | -7.4% |
| 30D | -10.3% | +15.9% | -26.2% | -14.8% |
| 3M | +1.0% | +2.7% | -1.7% | -0.3% |
| 6M | +41.2% | +15.2% | +26.0% | +33.6% |
| YTD | -7.5% | +19.2% | -26.7% | -14.7% |
| 1Y | -4.6% | +31.6% | -36.2% | -15.2% |
| 3Y | +146.4% | +274.2% | -127.8% | +56.5% |
| 5Y | -2.5% | +250.1% | -252.6% | -40.5% |
| 10Y | +3,703.6% | +388.4% | +3,315.2% | +1,800.7% |
| All | +8,659.4% | +391.5% | +8,267.9% | +5,133.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling