-11.2%
SHOP vs RRX
+15.2%
-26.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | +1.9% |
| 7D | -11.2% | -0.3% | -10.9% | -11.3% |
| 30D | -14.4% | -6.1% | -8.2% | -14.7% |
| 3M | +16.6% | -23.1% | +39.6% | +14.3% |
| 6M | -0.6% | -19.5% | +19.0% | -5.9% |
| YTD | -20.0% | +16.1% | -36.1% | -36.2% |
| 1Y | -11.2% | +12.9% | -24.1% | -27.7% |
| All | -11.2% | +15.2% | -26.4% | -27.7% |
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