+2,993.7%
SHOP vs ROK
+357.9%
+2,635.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | +0.1% | +0.8% |
| 7D | -11.2% | -1.2% | -10.0% | -10.6% |
| 30D | -14.4% | -4.8% | -9.6% | -12.0% |
| 3M | +16.6% | -6.1% | +22.7% | +19.3% |
| 6M | -0.6% | +15.5% | -16.0% | -11.9% |
| YTD | -20.0% | +11.2% | -31.2% | -27.8% |
| 1Y | -11.2% | +23.8% | -35.0% | -24.6% |
| 3Y | +99.5% | +53.1% | +46.4% | +44.1% |
| 5Y | -13.2% | +48.3% | -61.5% | -37.2% |
| All | +2,993.7% | +357.9% | +2,635.7% | +1,264.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling