-14.7%
SHOP vs RRX
+14.8%
-29.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.9% |
| 3M | +17.0% | -21.8% | +38.8% | +23.5% |
| 6M | -2.1% | -22.0% | +19.9% | -0.5% |
| YTD | -21.4% | +11.9% | -33.3% | -36.6% |
| 1Y | -11.0% | +11.6% | -22.6% | -28.5% |
| 3Y | +100.9% | +2.2% | +98.7% | +65.2% |
| 5Y | -14.7% | +14.9% | -29.6% | -35.8% |
| All | -14.7% | +14.8% | -29.5% | -35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling