+61.8%
SHOP vs RDDT
+235.7%
-173.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.2% | +1.3% |
| 7D | -11.2% | +2.1% | -13.4% | -11.7% |
| 30D | -14.4% | +2.8% | -17.2% | -15.4% |
| 3M | +16.6% | -8.9% | +25.5% | +17.4% |
| 6M | -0.6% | +15.1% | -15.6% | -6.2% |
| YTD | -20.0% | -31.4% | +11.4% | -15.1% |
| 1Y | -11.2% | -39.4% | +28.2% | -4.2% |
| All | +61.8% | +235.7% | -173.9% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RDDT.
Daily Out/Under-Performance
Portfolio return minus RDDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDDT 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 10y: compounded portfolio wealth divided by compounded RDDT 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…
10y analysis · Full analysis span regression · 6 months rolling