-4.9%
SHOP vs RTX
+14.1%
-19.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.6% | +10.0% | +7.4% |
| 7D | -9.0% | +1.3% | -10.4% | -9.2% |
| 30D | -4.4% | +7.6% | -12.1% | -5.0% |
| 3M | +24.1% | -8.6% | +32.8% | +25.9% |
| 6M | +20.0% | +15.6% | +4.3% | +19.2% |
| YTD | -4.9% | +9.4% | -14.3% | -9.0% |
| 1Y | -4.9% | +14.7% | -19.6% | -13.6% |
| All | -4.9% | +14.1% | -19.0% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 RTX 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