-11.2%
SHOP vs RRX
+9.8%
-21.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +1.1% |
| 7D | -1.2% | +4.3% | -5.6% | -2.9% |
| 30D | -14.7% | +12.3% | -27.1% | -19.4% |
| 3M | -7.2% | +3.7% | -10.9% | -9.7% |
| 6M | +54.2% | -13.9% | +68.1% | +54.0% |
| YTD | -8.6% | +26.5% | -35.1% | -30.9% |
| 1Y | +0.5% | +29.3% | -28.8% | -25.3% |
| 3Y | +135.9% | +65.6% | +70.4% | +41.6% |
| All | -11.2% | +9.8% | -21.0% | -32.7% |
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 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