+8,534.1%
SHOP vs RNG
+344.6%
+8,189.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.7% | -2.2% |
| 7D | +2.1% | +2.3% | -0.2% | +0.8% |
| 30D | -16.8% | -3.4% | -13.5% | -15.7% |
| 3M | -2.4% | +20.9% | -23.3% | -12.4% |
| 6M | +47.0% | +82.2% | -35.2% | +3.0% |
| YTD | -8.8% | +164.6% | -173.4% | -51.4% |
| 1Y | -6.3% | +177.0% | -183.3% | -51.3% |
| 3Y | +139.3% | +177.4% | -38.1% | +12.8% |
| 5Y | -12.1% | -72.3% | +60.3% | +36.0% |
| 10Y | +3,601.0% | +238.9% | +3,362.0% | +1,775.2% |
| All | +8,534.1% | +344.6% | +8,189.5% | +5,516.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling