+11.9%
SHOP vs ROK
+8.6%
+3.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.3% |
| 7D | -5.1% | +0.7% | -5.8% | -5.0% |
| 30D | +0.6% | -3.3% | +3.9% | -0.3% |
| 3M | +25.0% | -5.9% | +30.9% | +22.6% |
| 6M | +11.9% | +13.9% | -2.0% | +13.6% |
| All | +11.9% | +8.6% | +3.4% | +13.6% |
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