+135.9%
SHOP vs ROP
-5.1%
+141.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | -0.1% |
| 7D | -1.2% | +0.7% | -1.9% | -1.7% |
| 30D | -14.7% | +28.8% | -43.5% | -29.3% |
| 3M | -7.2% | +21.1% | -28.3% | -19.4% |
| 6M | +54.2% | +52.5% | +1.6% | +11.1% |
| YTD | -8.6% | +8.9% | -17.5% | -14.3% |
| 1Y | +0.5% | +8.2% | -7.7% | -5.4% |
| 3Y | +135.9% | -5.2% | +141.1% | +161.0% |
| All | +135.9% | -5.1% | +141.0% | +161.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling