-11.6%
SHOP vs ROK
+25.5%
-37.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.7% | -5.3% |
| 7D | -10.6% | +0.2% | -10.8% | -10.6% |
| 30D | -18.3% | -1.8% | -16.5% | -18.0% |
| 3M | +14.8% | -7.2% | +22.0% | +15.2% |
| 6M | -5.0% | +14.2% | -19.2% | -14.8% |
| YTD | -21.2% | +10.6% | -31.8% | -29.1% |
| 1Y | -11.6% | +25.9% | -37.5% | -30.5% |
| All | -11.6% | +25.5% | -37.1% | -30.5% |
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