+8,534.1%
SHOP vs ROK
+301.3%
+8,232.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.4% |
| 7D | +2.1% | +6.1% | -4.0% | -1.3% |
| 30D | -16.8% | -6.5% | -10.4% | -14.2% |
| 3M | -2.4% | -10.2% | +7.8% | +2.9% |
| 6M | +47.0% | -10.6% | +57.6% | +53.2% |
| YTD | -8.8% | +4.9% | -13.7% | -15.8% |
| 1Y | -6.3% | +3.8% | -10.1% | -12.6% |
| 3Y | +139.3% | +63.5% | +75.8% | +63.8% |
| 5Y | -12.1% | +30.9% | -43.0% | -32.6% |
| 10Y | +3,601.0% | +266.4% | +3,334.6% | +1,406.9% |
| All | +8,534.1% | +301.3% | +8,232.8% | +3,366.5% |
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 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