-4.9%
SHOP vs ROK
+25.3%
-30.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.6% | +7.9% | +7.4% |
| 7D | -9.0% | 0.0% | -9.0% | -9.0% |
| 30D | -4.4% | -2.5% | -1.9% | -4.1% |
| 3M | +24.1% | 0.0% | +24.1% | +23.9% |
| 6M | +20.0% | +11.6% | +8.4% | +14.6% |
| YTD | -4.9% | +15.2% | -20.1% | -13.5% |
| 1Y | -4.9% | +25.0% | -29.9% | -21.6% |
| All | -4.9% | +25.3% | -30.2% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling