+3,772.8%
SHOP vs RRC
+71.8%
+3,701.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.6% |
| 7D | +2.1% | +2.5% | -0.4% | +1.8% |
| 30D | -16.8% | +21.1% | -38.0% | -18.9% |
| 3M | -2.4% | +28.4% | -30.8% | -5.5% |
| 6M | +47.0% | +26.5% | +20.6% | +42.2% |
| YTD | -8.8% | +47.0% | -55.8% | -13.8% |
| 1Y | -6.3% | +35.2% | -41.5% | -10.5% |
| 3Y | +139.3% | +61.0% | +78.3% | +123.5% |
| 5Y | -12.1% | +133.6% | -145.7% | -21.2% |
| All | +3,772.8% | +71.8% | +3,701.0% | +3,430.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling