+0.5%
SHOP vs RGEN
+8.1%
-7.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.2% |
| 7D | -1.2% | -3.3% | +2.1% | +0.4% |
| 30D | -14.7% | -5.8% | -8.9% | -12.2% |
| 3M | -7.2% | +0.2% | -7.4% | -8.6% |
| 6M | +54.2% | +56.8% | -2.6% | +19.6% |
| YTD | -8.6% | +2.4% | -11.0% | -8.0% |
| 1Y | +0.5% | +11.4% | -10.9% | -5.5% |
| All | +0.5% | +8.1% | -7.6% | -5.5% |
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