-12.8%
SHOP vs RGTI
+56.8%
-69.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.6% |
| 7D | -11.2% | +0.5% | -11.7% | -11.3% |
| 30D | -14.4% | -17.1% | +2.7% | -12.4% |
| 3M | +16.6% | -26.0% | +42.6% | +19.8% |
| 6M | -0.6% | -9.9% | +9.3% | -2.4% |
| YTD | -20.0% | -31.1% | +11.1% | -19.2% |
| 1Y | -11.2% | -8.5% | -2.7% | -16.1% |
| 3Y | +99.5% | +652.2% | -552.7% | +6.2% |
| All | -12.8% | +56.8% | -69.6% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling