+3,167.5%
SHOP vs RGEN
+412.9%
+2,754.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.6% | -8.1% | -7.9% |
| 7D | -4.1% | -0.9% | -3.2% | -3.7% |
| 30D | -11.5% | +2.8% | -14.4% | -13.1% |
| 3M | +21.1% | +34.5% | -13.4% | +2.5% |
| 6M | +3.0% | +40.5% | -37.5% | -15.9% |
| YTD | -16.7% | +2.8% | -19.5% | -19.7% |
| 1Y | -8.3% | +39.6% | -47.9% | -25.5% |
| 3Y | +112.8% | +4.4% | +108.4% | +84.1% |
| 5Y | -9.3% | -42.8% | +33.5% | +2.1% |
| All | +3,167.5% | +412.9% | +2,754.7% | +1,319.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 10y: compounded portfolio wealth divided by compounded RGEN 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…
10y analysis · Full analysis span regression · 6 months rolling