+9.2%
SHOP vs RDW
-0.7%
+10.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +2.2% |
| 7D | -11.2% | +0.9% | -12.1% | -11.5% |
| 30D | -14.4% | -21.3% | +6.9% | -10.6% |
| 3M | +16.6% | -37.9% | +54.4% | +25.1% |
| 6M | -0.6% | +12.3% | -12.8% | -10.1% |
| YTD | -20.0% | +39.7% | -59.7% | -33.7% |
| 1Y | -11.2% | +25.7% | -36.9% | -26.9% |
| 3Y | +99.5% | +230.8% | -131.4% | -0.9% |
| 5Y | -13.2% | -8.8% | -4.5% | -49.1% |
| All | +9.2% | -0.7% | +10.0% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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