-14.7%
SHOP vs RNG
-70.1%
+55.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.3% |
| 7D | -13.2% | -9.6% | -3.6% | -8.3% |
| 30D | -17.0% | +8.8% | -25.9% | -20.9% |
| 3M | +17.0% | +78.6% | -61.6% | -16.6% |
| 6M | -2.1% | +70.3% | -72.4% | -30.0% |
| YTD | -21.4% | +140.3% | -161.7% | -56.4% |
| 1Y | -11.0% | +126.6% | -137.6% | -49.2% |
| 3Y | +100.9% | +120.2% | -19.3% | +4.5% |
| 5Y | -14.7% | -68.3% | +53.6% | +25.6% |
| All | -14.7% | -70.1% | +55.4% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling