+8,434.7%
SHOP vs RL
+233.4%
+8,201.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.6% | -1.3% |
| 7D | -5.1% | -0.8% | -4.3% | -4.8% |
| 30D | +0.6% | -7.8% | +8.4% | +3.7% |
| 3M | +25.0% | -4.0% | +29.0% | +26.6% |
| 6M | +11.9% | -1.9% | +13.8% | +11.2% |
| YTD | -9.9% | -0.2% | -9.7% | -11.0% |
| 1Y | 0.0% | +10.7% | -10.7% | -5.4% |
| 3Y | +117.5% | +210.8% | -93.3% | +43.0% |
| 5Y | -6.6% | +238.2% | -244.9% | -40.2% |
| 10Y | +3,320.3% | +313.4% | +3,006.9% | +1,963.0% |
| All | +8,434.7% | +233.4% | +8,201.3% | +5,210.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling