-5.6%
SHOP vs RGEN
-42.4%
+36.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | +0.1% |
| 7D | -5.1% | -4.9% | -0.2% | -2.6% |
| 30D | +0.6% | +5.7% | -5.1% | -2.6% |
| 3M | +25.0% | +32.4% | -7.4% | +6.5% |
| 6M | +11.9% | +33.2% | -21.3% | -6.2% |
| YTD | -9.9% | +2.3% | -12.1% | -12.9% |
| 1Y | 0.0% | +39.0% | -39.0% | -18.9% |
| 3Y | +117.5% | -4.6% | +122.1% | +99.5% |
| All | -5.6% | -42.4% | +36.8% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling