+146.4%
SHOP vs RL
+240.1%
-93.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.4% | +5.0% | +4.4% |
| 7D | -5.4% | -4.2% | -1.3% | -2.9% |
| 30D | -10.3% | +4.3% | -14.6% | -12.4% |
| 3M | +1.0% | -4.6% | +5.6% | +3.8% |
| 6M | +41.2% | +1.7% | +39.5% | +37.9% |
| YTD | -7.5% | +7.3% | -14.8% | -13.6% |
| 1Y | -4.6% | +20.8% | -25.4% | -18.1% |
| 3Y | +146.4% | +247.0% | -100.5% | +22.7% |
| All | +146.4% | +240.1% | -93.6% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling