+767.0%
SHOP vs REPL
+35.1%
+731.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.0% | -4.4% | +3.1% |
| 7D | -5.4% | +22.8% | -28.2% | -6.7% |
| 30D | -10.3% | +63.8% | -74.1% | -13.2% |
| 3M | +1.0% | +68.1% | -67.1% | -2.6% |
| 6M | +41.2% | +528.5% | -487.3% | +16.7% |
| YTD | -7.5% | +122.4% | -129.9% | -21.0% |
| 1Y | -4.6% | +154.4% | -158.9% | -19.5% |
| 3Y | +146.4% | +68.0% | +78.4% | +64.3% |
| 5Y | -2.5% | -35.4% | +32.8% | -26.3% |
| All | +767.0% | +35.1% | +731.9% | +351.6% |
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