+124.0%
SHOP vs RGEN
+0.8%
+123.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | 0.0% |
| 7D | -5.1% | -4.9% | -0.2% | -3.1% |
| 30D | +0.6% | +5.7% | -5.1% | -2.0% |
| 3M | +25.0% | +32.4% | -7.4% | +10.0% |
| 6M | +11.9% | +33.2% | -21.3% | -2.7% |
| YTD | -9.9% | +2.3% | -12.1% | -12.3% |
| 1Y | 0.0% | +39.0% | -39.0% | -14.8% |
| All | +124.0% | +0.8% | +123.2% | +128.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling