+3,663.5%
SHOP vs ROK
+273.4%
+3,390.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.5% | +0.5% |
| 7D | -2.5% | -8.5% | +6.0% | +1.9% |
| 30D | -16.7% | -6.4% | -10.3% | -14.2% |
| 3M | -2.2% | -8.8% | +6.7% | +2.2% |
| 6M | +45.6% | -10.5% | +56.1% | +51.5% |
| YTD | -7.3% | +5.4% | -12.7% | -14.5% |
| 1Y | -6.1% | +5.0% | -11.1% | -13.0% |
| 3Y | +143.3% | +64.3% | +79.0% | +66.5% |
| 5Y | +0.2% | +34.0% | -33.8% | -24.5% |
| 10Y | +3,663.5% | +268.2% | +3,395.3% | +1,867.2% |
| All | +3,663.5% | +273.4% | +3,390.1% | +1,867.2% |
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