+8,524.1%
SHOP vs RGEN
+317.5%
+8,206.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.8% | -0.8% | -2.3% |
| 7D | +2.8% | -2.4% | +5.2% | +4.1% |
| 30D | -14.2% | +0.1% | -14.2% | -14.3% |
| 3M | -5.5% | +6.6% | -12.1% | -9.2% |
| 6M | +32.8% | +40.9% | -8.1% | +11.5% |
| YTD | -8.9% | +6.2% | -15.1% | -13.6% |
| 1Y | -7.7% | +19.4% | -27.2% | -17.2% |
| 3Y | +139.0% | +17.9% | +121.1% | +101.7% |
| 5Y | -0.5% | -34.0% | +33.5% | +3.8% |
| 10Y | +3,557.0% | +453.9% | +3,103.1% | +1,935.8% |
| All | +8,524.1% | +317.5% | +8,206.6% | +4,377.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling