+0.2%
SHOP vs ROK
+32.4%
-32.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.5% | +0.3% |
| 7D | -2.5% | -8.5% | +6.0% | +2.7% |
| 30D | -16.7% | -6.4% | -10.3% | -13.8% |
| 3M | -2.2% | -8.8% | +6.7% | +2.9% |
| 6M | +45.6% | -10.5% | +56.1% | +52.1% |
| YTD | -7.3% | +5.4% | -12.7% | -17.1% |
| 1Y | -6.1% | +5.0% | -11.1% | -15.5% |
| 3Y | +143.3% | +64.3% | +79.0% | +40.2% |
| 5Y | +0.2% | +34.0% | -33.8% | -36.7% |
| All | +0.2% | +32.4% | -32.2% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling