+3,608.8%
SHOP vs RL
+356.1%
+3,252.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.4% | +5.0% | +4.2% |
| 7D | -5.4% | -4.2% | -1.3% | -3.7% |
| 30D | -10.3% | +4.3% | -14.6% | -11.8% |
| 3M | +1.0% | -4.6% | +5.6% | +3.0% |
| 6M | +41.2% | +1.7% | +39.5% | +39.1% |
| YTD | -7.5% | +7.3% | -14.8% | -11.2% |
| 1Y | -4.6% | +20.8% | -25.4% | -12.9% |
| 3Y | +146.4% | +247.0% | -100.5% | +52.5% |
| 5Y | -2.5% | +225.5% | -228.0% | -39.5% |
| All | +3,608.8% | +356.1% | +3,252.8% | +2,123.6% |
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