+8,524.1%
SHOP vs ROP
+188.7%
+8,335.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -4.1% |
| 7D | +2.8% | +0.2% | +2.6% | +2.6% |
| 30D | -14.2% | +30.3% | -44.5% | -31.5% |
| 3M | -5.5% | +17.8% | -23.3% | -18.3% |
| 6M | +32.8% | +38.9% | -6.1% | -0.2% |
| YTD | -8.9% | +7.6% | -16.5% | -16.3% |
| 1Y | -7.7% | +6.5% | -14.2% | -14.5% |
| 3Y | +139.0% | -6.3% | +145.3% | +146.1% |
| 5Y | -0.5% | +0.9% | -1.5% | -2.0% |
| 10Y | +3,557.0% | +180.7% | +3,376.3% | +1,659.7% |
| All | +8,524.1% | +188.7% | +8,335.4% | +3,893.6% |
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