-4.9%
SHOP vs ROP
+10.4%
-15.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.9% | +3.4% | +5.3% |
| 7D | -9.0% | +11.7% | -20.7% | -14.1% |
| 30D | -4.4% | +35.5% | -39.9% | -19.8% |
| 3M | +24.1% | +25.6% | -1.5% | +9.6% |
| 6M | +20.0% | +39.3% | -19.3% | -1.4% |
| YTD | -4.9% | +11.6% | -16.6% | -17.0% |
| 1Y | -4.9% | +10.6% | -15.5% | -16.4% |
| All | -4.9% | +10.4% | -15.3% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling