+3,557.0%
SHOP vs RL
+369.1%
+3,187.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.7% |
| 7D | +2.8% | +1.3% | +1.5% | +2.3% |
| 30D | -14.2% | +7.6% | -21.8% | -16.7% |
| 3M | -5.5% | -1.5% | -4.0% | -4.9% |
| 6M | +32.8% | +12.1% | +20.7% | +25.8% |
| YTD | -8.9% | +13.9% | -22.8% | -14.8% |
| 1Y | -7.7% | +20.7% | -28.4% | -15.8% |
| 3Y | +139.0% | +260.6% | -121.5% | +45.0% |
| 5Y | -0.5% | +248.9% | -249.4% | -40.1% |
| 10Y | +3,557.0% | +355.9% | +3,201.1% | +2,008.9% |
| All | +3,557.0% | +369.1% | +3,187.9% | +2,008.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling