+8,844.7%
SHOP vs RIG
-72.6%
+8,917.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.5% | +2.3% |
| 7D | -2.7% | -17.0% | +14.4% | -0.4% |
| 30D | -11.0% | -6.2% | -4.8% | -10.5% |
| 3M | +0.3% | -1.7% | +2.0% | 0.0% |
| 6M | +37.7% | -19.2% | +56.9% | +40.1% |
| YTD | -5.5% | +25.2% | -30.7% | -10.0% |
| 1Y | -0.2% | +29.9% | -30.1% | -5.6% |
| 3Y | +151.9% | -21.3% | +173.2% | +146.1% |
| 5Y | -2.2% | +40.5% | -42.7% | -13.4% |
| 10Y | +3,647.2% | -49.6% | +3,696.7% | +3,038.1% |
| All | +8,844.7% | -72.6% | +8,917.3% | +11,967.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling