+96.4%
SHOP vs RRX
+3.6%
+92.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.5% | -2.9% | -4.8% |
| 7D | -10.6% | -0.7% | -9.9% | -10.5% |
| 30D | -18.3% | -8.0% | -10.3% | -16.7% |
| 3M | +14.8% | -25.1% | +39.9% | +20.1% |
| 6M | -5.0% | -18.3% | +13.2% | -6.5% |
| YTD | -21.2% | +14.2% | -35.4% | -34.3% |
| 1Y | -11.6% | +13.0% | -24.7% | -26.1% |
| All | +96.4% | +3.6% | +92.8% | +90.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling