+3,781.0%
SHOP vs RNG
+234.5%
+3,546.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.6% |
| 7D | -1.2% | +4.6% | -5.8% | -3.6% |
| 30D | -14.7% | +0.4% | -15.2% | -15.3% |
| 3M | -7.2% | +11.4% | -18.6% | -13.2% |
| 6M | +54.2% | +95.7% | -41.5% | +2.5% |
| YTD | -8.6% | +162.9% | -171.5% | -52.4% |
| 1Y | +0.5% | +180.3% | -179.7% | -49.6% |
| 3Y | +135.9% | +188.3% | -52.4% | +4.7% |
| 5Y | -11.9% | -72.5% | +60.6% | +43.0% |
| All | +3,781.0% | +234.5% | +3,546.5% | +1,676.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling