-9.3%
SHOP vs ROK
+46.6%
-55.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.1% | -6.5% | -6.9% |
| 7D | -4.1% | +2.8% | -6.9% | -5.8% |
| 30D | -11.5% | -2.4% | -9.1% | -10.2% |
| 3M | +21.1% | -4.7% | +25.7% | +22.8% |
| 6M | +3.0% | +16.8% | -13.8% | -12.6% |
| YTD | -16.7% | +11.4% | -28.1% | -27.2% |
| 1Y | -8.3% | +26.2% | -34.5% | -27.0% |
| 3Y | +112.8% | +51.9% | +61.0% | +37.1% |
| 5Y | -9.3% | +46.4% | -55.6% | -45.5% |
| All | -9.3% | +46.6% | -55.9% | -45.5% |
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 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