+8,434.7%
SHOP vs RGEN
+302.2%
+8,132.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | 0.0% |
| 7D | -5.1% | -4.9% | -0.2% | -3.0% |
| 30D | +0.6% | +5.7% | -5.1% | -2.2% |
| 3M | +25.0% | +32.4% | -7.4% | +8.9% |
| 6M | +11.9% | +33.2% | -21.3% | -3.8% |
| YTD | -9.9% | +2.3% | -12.1% | -12.4% |
| 1Y | 0.0% | +39.0% | -39.0% | -16.3% |
| 3Y | +117.5% | -4.6% | +122.1% | +101.9% |
| 5Y | -6.6% | -42.7% | +36.0% | +3.5% |
| 10Y | +3,320.3% | +433.6% | +2,886.7% | +1,850.4% |
| All | +8,434.7% | +302.2% | +8,132.5% | +4,441.8% |
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