+769.1%
SHOP vs REPL
+36.1%
+732.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.4% | +8.3% | +2.2% |
| 7D | -2.5% | +5.3% | -7.7% | -2.8% |
| 30D | -16.7% | +66.6% | -83.4% | -19.5% |
| 3M | -2.2% | +59.6% | -61.8% | -5.3% |
| 6M | +45.6% | +482.4% | -436.8% | +21.2% |
| YTD | -7.3% | +124.1% | -131.3% | -20.8% |
| 1Y | -6.1% | +138.6% | -144.6% | -20.3% |
| 3Y | +143.3% | +96.0% | +47.3% | +58.0% |
| 5Y | +0.2% | -35.4% | +35.5% | -24.2% |
| All | +769.1% | +36.1% | +732.9% | +352.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling