-6.3%
SHOP vs RGEN
+9.1%
-15.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.9% | +0.1% |
| 7D | +2.1% | -1.2% | +3.3% | +2.7% |
| 30D | -16.8% | -5.1% | -11.8% | -14.7% |
| 3M | -2.4% | +0.5% | -2.9% | -4.1% |
| 6M | +47.0% | +46.6% | +0.4% | +17.3% |
| YTD | -8.8% | +1.6% | -10.4% | -7.0% |
| 1Y | -6.3% | +5.4% | -11.7% | -7.6% |
| All | -6.3% | +9.1% | -15.4% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling