+8,680.0%
SHOP vs ROK
+303.3%
+8,376.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.5% | +0.5% |
| 7D | -2.5% | -8.5% | +6.0% | +2.0% |
| 30D | -16.7% | -6.4% | -10.3% | -14.2% |
| 3M | -2.2% | -8.8% | +6.7% | +2.3% |
| 6M | +45.6% | -10.5% | +56.1% | +51.6% |
| YTD | -7.3% | +5.4% | -12.7% | -14.6% |
| 1Y | -6.1% | +5.0% | -11.1% | -13.0% |
| 3Y | +143.3% | +64.3% | +79.0% | +66.1% |
| 5Y | +0.2% | +34.0% | -33.8% | -24.0% |
| 10Y | +3,663.5% | +268.2% | +3,395.3% | +1,428.0% |
| All | +8,680.0% | +303.3% | +8,376.7% | +3,415.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling