+2,989.4%
SHOP vs ROL
+205.3%
+2,784.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.2% | -4.3% | -4.8% |
| 7D | -10.6% | -3.3% | -7.4% | -8.8% |
| 30D | -18.3% | -7.2% | -11.1% | -14.8% |
| 3M | +14.8% | -27.0% | +41.8% | +36.6% |
| 6M | -5.0% | -39.5% | +34.5% | +25.1% |
| YTD | -21.2% | -41.8% | +20.6% | +5.5% |
| 1Y | -11.6% | -38.9% | +27.3% | +13.8% |
| 3Y | +101.2% | -0.4% | +101.6% | +83.2% |
| 5Y | -15.7% | -4.2% | -11.5% | -23.3% |
| 10Y | +2,989.4% | +208.2% | +2,781.2% | +1,561.3% |
| All | +2,989.4% | +205.3% | +2,784.1% | +1,561.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 10y: compounded portfolio wealth divided by compounded ROL 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…
10y analysis · Full analysis span regression · 6 months rolling