+68.5%
SHOP vs RDDT
+217.8%
-149.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.3% | -4.3% | -6.7% |
| 7D | -4.1% | +3.3% | -7.4% | -4.9% |
| 30D | -11.5% | -7.6% | -3.9% | -10.1% |
| 3M | +21.1% | -12.7% | +33.8% | +23.3% |
| 6M | +3.0% | +7.2% | -4.2% | -1.0% |
| YTD | -16.7% | -35.0% | +18.3% | -10.3% |
| 1Y | -8.3% | -35.0% | +26.8% | -2.3% |
| All | +68.5% | +217.8% | -149.3% | +45.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling