+2,941.1%
SHOP vs RRX
+216.7%
+2,724.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.6% |
| 7D | -13.2% | -3.7% | -9.5% | -11.9% |
| 30D | -17.0% | -9.3% | -7.8% | -14.1% |
| 3M | +17.0% | -21.8% | +38.8% | +23.6% |
| 6M | -2.1% | -22.0% | +19.9% | +0.3% |
| YTD | -21.4% | +11.9% | -33.3% | -33.3% |
| 1Y | -11.0% | +11.6% | -22.6% | -24.6% |
| 3Y | +100.9% | +2.2% | +98.7% | +70.9% |
| 5Y | -14.7% | +14.9% | -29.6% | -31.3% |
| All | +2,941.1% | +216.7% | +2,724.4% | +1,509.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling