+33.3%
SHOP vs RKT
-7.0%
+40.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.2% |
| 7D | -5.1% | +2.1% | -7.2% | -5.7% |
| 30D | +0.6% | +1.4% | -0.9% | 0.0% |
| 3M | +25.0% | +6.3% | +18.8% | +21.9% |
| 6M | +11.9% | -15.5% | +27.4% | +15.9% |
| YTD | -9.9% | -27.4% | +17.5% | -2.9% |
| 1Y | 0.0% | -26.6% | +26.5% | +6.4% |
| 3Y | +117.5% | +41.2% | +76.3% | +72.1% |
| 5Y | -6.6% | -6.4% | -0.2% | -25.0% |
| All | +33.3% | -7.0% | +40.4% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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