-5.6%
SHOP vs ROP
-13.6%
+8.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.0% | +3.1% |
| 7D | -5.1% | -4.4% | -0.7% | -0.7% |
| 30D | +0.6% | +3.2% | -2.6% | -2.7% |
| 3M | +25.0% | +23.1% | +2.0% | -0.5% |
| 6M | +11.9% | +13.3% | -1.4% | -2.8% |
| YTD | -9.9% | -7.9% | -2.0% | -2.8% |
| 1Y | 0.0% | -22.1% | +22.0% | +30.0% |
| 3Y | +117.5% | -16.8% | +134.3% | +154.0% |
| All | -5.6% | -13.6% | +8.0% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling