-2.9%
SHOP vs RRC
+110.6%
-113.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.9% | +6.5% | +4.3% |
| 7D | -5.4% | -10.8% | +5.4% | -2.8% |
| 30D | -10.3% | +22.3% | -32.6% | -15.6% |
| 3M | +1.0% | +26.6% | -25.6% | -6.2% |
| 6M | +41.2% | +18.9% | +22.3% | +32.7% |
| YTD | -7.5% | +39.2% | -46.7% | -18.1% |
| 1Y | -4.6% | +34.0% | -38.5% | -14.7% |
| 3Y | +146.4% | +42.0% | +104.4% | +113.0% |
| All | -2.9% | +110.6% | -113.6% | -26.0% |
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