-9.3%
SHOP vs RIG
+52.4%
-61.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.5% | -6.0% | -7.2% |
| 7D | -4.1% | -2.7% | -1.4% | -3.6% |
| 30D | -11.5% | +9.5% | -21.0% | -13.4% |
| 3M | +21.1% | -6.6% | +27.7% | +21.9% |
| 6M | +3.0% | -2.9% | +5.9% | +2.3% |
| YTD | -16.7% | +39.5% | -56.2% | -25.1% |
| 1Y | -8.3% | +82.3% | -90.6% | -23.6% |
| 3Y | +112.8% | -29.6% | +142.4% | +110.3% |
| 5Y | -9.3% | +63.2% | -72.4% | -33.7% |
| All | -9.3% | +52.4% | -61.6% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling