+8,659.4%
SHOP vs RRC
-10.5%
+8,669.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.9% | +6.5% | +3.9% |
| 7D | -5.4% | -10.8% | +5.4% | -4.1% |
| 30D | -10.3% | +22.3% | -32.6% | -12.8% |
| 3M | +1.0% | +26.6% | -25.6% | -2.4% |
| 6M | +41.2% | +18.9% | +22.3% | +37.2% |
| YTD | -7.5% | +39.2% | -46.7% | -12.4% |
| 1Y | -4.6% | +34.0% | -38.5% | -9.2% |
| 3Y | +146.4% | +42.0% | +104.4% | +131.9% |
| 5Y | -2.5% | +111.9% | -114.4% | -13.4% |
| 10Y | +3,703.6% | +62.8% | +3,640.8% | +3,325.5% |
| All | +8,659.4% | -10.5% | +8,669.9% | +16,122.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling