-11.2%
SHOP vs RL
+239.2%
-250.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +1.0% |
| 7D | -1.2% | +2.6% | -3.8% | -3.2% |
| 30D | -14.7% | +2.9% | -17.7% | -16.6% |
| 3M | -7.2% | 0.0% | -7.2% | -7.4% |
| 6M | +54.2% | +17.1% | +37.1% | +34.0% |
| YTD | -8.6% | +10.1% | -18.7% | -18.1% |
| 1Y | +0.5% | +17.3% | -16.8% | -14.8% |
| 3Y | +135.9% | +249.3% | -113.4% | -21.9% |
| All | -11.2% | +239.2% | -250.4% | -73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling