-7.7%
SHOP vs RL
+22.6%
-30.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.7% |
| 7D | +2.8% | +1.3% | +1.5% | +2.4% |
| 30D | -14.2% | +7.6% | -21.8% | -16.6% |
| 3M | -5.5% | -1.5% | -4.0% | -5.6% |
| 6M | +32.8% | +12.1% | +20.7% | +27.0% |
| YTD | -8.9% | +13.9% | -22.8% | -14.8% |
| 1Y | -7.7% | +20.7% | -28.4% | -16.8% |
| All | -7.7% | +22.6% | -30.3% | -16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling