+124.0%
SHOP vs ROP
-15.8%
+139.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.0% | +2.3% |
| 7D | -5.1% | -4.4% | -0.7% | -1.6% |
| 30D | +0.6% | +3.2% | -2.6% | -2.0% |
| 3M | +25.0% | +23.1% | +2.0% | +4.8% |
| 6M | +11.9% | +13.3% | -1.4% | +0.6% |
| YTD | -9.9% | -7.9% | -2.0% | -4.0% |
| 1Y | 0.0% | -22.1% | +22.0% | +24.4% |
| All | +124.0% | -15.8% | +139.8% | +127.5% |
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