-4.9%
SHOP vs REPL
+125.1%
-130.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.2% | +7.1% | +7.3% |
| 7D | -9.0% | +28.8% | -37.9% | -8.8% |
| 30D | -4.4% | +57.3% | -61.8% | -3.9% |
| 3M | +24.1% | +73.6% | -49.5% | +25.0% |
| 6M | +20.0% | +582.8% | -562.9% | +21.8% |
| YTD | -4.9% | +112.9% | -117.8% | +4.3% |
| 1Y | -4.9% | +130.7% | -135.6% | -5.2% |
| All | -4.9% | +125.1% | -130.1% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling