0.0%
SHOP vs RRX
+14.9%
-14.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -5.1% | +3.4% | -8.6% | -4.9% |
| 30D | +0.6% | -11.1% | +11.7% | 0.0% |
| 3M | +25.0% | -23.7% | +48.8% | +22.9% |
| 6M | +11.9% | -22.0% | +33.9% | +6.8% |
| YTD | -9.9% | +16.5% | -26.3% | -28.1% |
| 1Y | 0.0% | +11.5% | -11.6% | -18.1% |
| All | 0.0% | +14.9% | -14.9% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling