+96.1%
SHOP vs RGTI
+665.7%
-569.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | -13.2% | -0.1% | -13.1% | -13.2% |
| 30D | -17.0% | -16.2% | -0.8% | -15.5% |
| 3M | +17.0% | -22.0% | +39.0% | +19.1% |
| 6M | -2.1% | -10.8% | +8.6% | -3.6% |
| YTD | -21.4% | -31.6% | +10.2% | -20.6% |
| 1Y | -11.0% | -6.4% | -4.6% | -15.3% |
| All | +96.1% | +665.7% | -569.6% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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