+8,434.7%
SHOP vs RNG
+329.2%
+8,105.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.3% | +1.5% |
| 7D | -5.1% | +5.8% | -10.9% | -8.0% |
| 30D | +0.6% | +19.6% | -19.0% | -8.7% |
| 3M | +25.0% | +67.0% | -42.0% | -7.2% |
| 6M | +11.9% | +88.4% | -76.5% | -23.9% |
| YTD | -9.9% | +155.5% | -165.3% | -50.8% |
| 1Y | 0.0% | +141.7% | -141.7% | -44.1% |
| 3Y | +117.5% | +131.1% | -13.6% | +14.1% |
| 5Y | -6.6% | -70.6% | +63.9% | +37.8% |
| 10Y | +3,320.3% | +228.2% | +3,092.1% | +1,668.0% |
| All | +8,434.7% | +329.2% | +8,105.5% | +5,583.6% |
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