+54.2%
SHOP vs RNG
+82.5%
-28.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | -1.2% | +4.6% | -5.8% | -3.0% |
| 30D | -14.7% | +0.4% | -15.2% | -14.9% |
| 3M | -7.2% | +11.4% | -18.6% | -11.0% |
| 6M | +54.2% | +95.7% | -41.5% | +24.4% |
| All | +54.2% | +82.5% | -28.3% | +24.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling