+8,659.4%
SHOP vs ROP
+190.0%
+8,469.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.9% | +6.5% | +5.9% |
| 7D | -5.4% | +2.1% | -7.6% | -7.0% |
| 30D | -10.3% | +32.9% | -43.2% | -29.5% |
| 3M | +1.0% | +20.3% | -19.3% | -14.1% |
| 6M | +41.2% | +36.8% | +4.5% | +7.5% |
| YTD | -7.5% | +8.1% | -15.6% | -15.2% |
| 1Y | -4.6% | +8.3% | -12.8% | -12.7% |
| 3Y | +146.4% | -3.2% | +149.7% | +147.3% |
| 5Y | -2.5% | +1.7% | -4.3% | -4.5% |
| 10Y | +3,703.6% | +199.2% | +3,504.4% | +1,658.5% |
| All | +8,659.4% | +190.0% | +8,469.4% | +3,943.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling