+3,003.4%
SHOP vs ROP
+134.1%
+2,869.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.9% | -4.7% | -5.2% |
| 7D | -4.1% | -5.4% | +1.3% | +0.5% |
| 30D | -11.5% | -1.6% | -9.9% | -10.2% |
| 3M | +21.1% | +18.8% | +2.2% | +3.9% |
| 6M | +3.0% | +8.2% | -5.2% | -4.2% |
| YTD | -16.7% | -10.5% | -6.2% | -9.7% |
| 1Y | -8.3% | -23.7% | +15.5% | +13.5% |
| 3Y | +112.8% | -17.9% | +130.7% | +148.5% |
| 5Y | -9.3% | -15.3% | +6.1% | +4.5% |
| 10Y | +3,003.4% | +133.4% | +2,870.1% | +1,663.9% |
| All | +3,003.4% | +134.1% | +2,869.3% | +1,663.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling