+8,659.4%
SHOP vs ROL
+300.9%
+8,358.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.1% | +5.7% | +4.7% |
| 7D | -5.4% | +9.5% | -14.9% | -10.4% |
| 30D | -10.3% | +22.9% | -33.2% | -20.8% |
| 3M | +1.0% | +3.5% | -2.5% | -1.9% |
| 6M | +41.2% | -29.4% | +70.6% | +69.5% |
| YTD | -7.5% | -36.1% | +28.6% | +16.7% |
| 1Y | -4.6% | -34.4% | +29.8% | +18.4% |
| 3Y | +146.4% | +4.0% | +142.4% | +119.9% |
| 5Y | -2.5% | +13.2% | -15.8% | -19.4% |
| 10Y | +3,703.6% | +219.7% | +3,483.9% | +1,536.6% |
| All | +8,659.4% | +300.9% | +8,358.5% | +6,623.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling