-5.6%
SHOP vs RRC
+156.2%
-161.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.3% |
| 7D | -5.1% | +1.3% | -6.4% | -5.5% |
| 30D | +0.6% | +10.1% | -9.5% | -1.9% |
| 3M | +25.0% | +4.0% | +21.0% | +23.1% |
| 6M | +11.9% | +1.6% | +10.3% | +10.3% |
| YTD | -9.9% | +19.7% | -29.6% | -15.6% |
| 1Y | 0.0% | +21.4% | -21.5% | -7.3% |
| 3Y | +117.5% | +29.7% | +87.8% | +96.4% |
| All | -5.6% | +156.2% | -161.8% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling