+45.6%
SHOP vs ROK
-9.5%
+55.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.5% | +1.3% |
| 7D | -2.5% | -8.5% | +6.0% | -0.6% |
| 30D | -16.7% | -6.4% | -10.3% | -15.2% |
| 3M | -2.2% | -8.8% | +6.7% | -0.8% |
| 6M | +45.6% | -10.5% | +56.1% | +44.0% |
| All | +45.6% | -9.5% | +55.1% | +44.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling