+124.0%
SHOP vs RIG
-27.8%
+151.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | 0.0% |
| 7D | -5.1% | +0.9% | -6.0% | -5.3% |
| 30D | +0.6% | +13.8% | -13.2% | -2.0% |
| 3M | +25.0% | -6.4% | +31.4% | +26.1% |
| 6M | +11.9% | -8.2% | +20.1% | +12.8% |
| YTD | -9.9% | +41.6% | -51.5% | -18.8% |
| 1Y | 0.0% | +88.7% | -88.8% | -17.3% |
| All | +124.0% | -27.8% | +151.8% | +109.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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