+3,647.2%
SHOP vs RL
+397.7%
+3,249.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.8% | -3.7% | -0.3% |
| 7D | -2.7% | +0.2% | -2.9% | -2.7% |
| 30D | -11.0% | +7.3% | -18.3% | -13.5% |
| 3M | +0.3% | +1.0% | -0.7% | -0.1% |
| 6M | +37.7% | +11.8% | +26.0% | +30.7% |
| YTD | -5.5% | +13.6% | -19.1% | -11.5% |
| 1Y | -0.2% | +24.0% | -24.3% | -10.0% |
| 3Y | +151.9% | +256.6% | -104.7% | +53.6% |
| 5Y | -2.2% | +240.2% | -242.4% | -40.7% |
| 10Y | +3,647.2% | +373.0% | +3,274.2% | +2,083.2% |
| All | +3,647.2% | +397.7% | +3,249.5% | +2,083.2% |
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