+7,788.2%
SHOP vs RRX
+143.9%
+7,644.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.5% | -8.1% | -7.8% |
| 7D | -4.1% | +4.3% | -8.4% | -5.7% |
| 30D | -11.5% | -8.0% | -3.5% | -8.8% |
| 3M | +21.1% | -22.0% | +43.1% | +28.5% |
| 6M | +3.0% | -11.9% | +14.9% | +0.1% |
| YTD | -16.7% | +17.1% | -33.8% | -30.6% |
| 1Y | -8.3% | +14.9% | -23.2% | -23.2% |
| 3Y | +112.8% | +6.9% | +105.9% | +77.3% |
| 5Y | -9.3% | +19.6% | -28.8% | -28.4% |
| 10Y | +3,003.4% | +215.9% | +2,787.5% | +1,318.2% |
| All | +7,788.2% | +143.9% | +7,644.3% | +4,248.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling