+22.3%
SHOP vs RGTI
+59.7%
-37.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +4.0% | -11.6% | -8.1% |
| 7D | -4.1% | +5.5% | -9.6% | -4.8% |
| 30D | -11.5% | -11.9% | +0.3% | -10.3% |
| 3M | +21.1% | -27.4% | +48.4% | +24.6% |
| 6M | +3.0% | -7.1% | +10.1% | +0.7% |
| YTD | -16.7% | -28.6% | +11.9% | -16.3% |
| 1Y | -8.3% | +4.4% | -12.6% | -14.9% |
| 3Y | +112.8% | +698.5% | -585.7% | +12.4% |
| 5Y | -9.3% | +64.2% | -73.4% | -35.4% |
| All | +22.3% | +59.7% | -37.4% | -20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling