+3,772.8%
SHOP vs RTX
+261.8%
+3,511.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.1% |
| 7D | +2.1% | +3.4% | -1.3% | +0.6% |
| 30D | -16.8% | +8.4% | -25.2% | -19.9% |
| 3M | -2.4% | -10.7% | +8.2% | +1.8% |
| 6M | +47.0% | +11.7% | +35.3% | +38.6% |
| YTD | -8.8% | +9.3% | -18.1% | -14.0% |
| 1Y | -6.3% | +13.3% | -19.6% | -13.0% |
| 3Y | +139.3% | +156.1% | -16.8% | +51.6% |
| 5Y | -12.1% | +148.5% | -160.6% | -43.2% |
| All | +3,772.8% | +261.8% | +3,511.1% | +2,204.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling