+8,434.7%
SHOP vs ROL
+278.9%
+8,155.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.8% |
| 7D | -5.1% | -1.4% | -3.7% | -4.3% |
| 30D | +0.6% | -4.1% | +4.7% | +2.8% |
| 3M | +25.0% | -22.5% | +47.5% | +43.8% |
| 6M | +11.9% | -37.7% | +49.6% | +45.1% |
| YTD | -9.9% | -39.6% | +29.7% | +18.3% |
| 1Y | 0.0% | -36.0% | +36.0% | +25.5% |
| 3Y | +117.5% | -5.1% | +122.6% | +105.4% |
| 5Y | -6.6% | -3.4% | -3.3% | -15.1% |
| 10Y | +3,320.3% | +215.2% | +3,105.1% | +1,392.2% |
| All | +8,434.7% | +278.9% | +8,155.8% | +6,718.3% |
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