-4.9%
SHOP vs RNG
+179.4%
-184.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.2% | +7.6% | +7.4% |
| 7D | -9.0% | -9.6% | +0.5% | -6.1% |
| 30D | -4.4% | -1.4% | -3.0% | -4.2% |
| 3M | +24.1% | +28.8% | -4.6% | +14.8% |
| 6M | +20.0% | +65.6% | -45.6% | +2.4% |
| YTD | -4.9% | +171.4% | -176.3% | -27.4% |
| 1Y | -4.9% | +185.3% | -190.2% | -30.7% |
| All | -4.9% | +179.4% | -184.3% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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