-4.2%
SHOP vs RGEN
-36.8%
+32.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.0% | +0.6% | +2.0% |
| 7D | -5.4% | -1.9% | -3.5% | -4.6% |
| 30D | -10.3% | +3.7% | -14.1% | -12.3% |
| 3M | +1.0% | +8.8% | -7.8% | -4.7% |
| 6M | +41.2% | +38.0% | +3.3% | +16.3% |
| YTD | -7.5% | +5.9% | -13.4% | -13.1% |
| 1Y | -4.6% | +19.7% | -24.2% | -16.2% |
| 3Y | +146.4% | +20.5% | +125.9% | +94.9% |
| All | -4.2% | -36.8% | +32.6% | -7.2% |
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