-7.7%
SHOP vs RTX
+14.9%
-22.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.0% | -5.6% | -3.7% |
| 7D | +2.8% | -1.7% | +4.6% | +2.8% |
| 30D | -14.2% | +7.7% | -21.9% | -14.7% |
| 3M | -5.5% | -10.3% | +4.8% | -3.9% |
| 6M | +32.8% | +14.6% | +18.2% | +32.2% |
| YTD | -8.9% | +10.4% | -19.3% | -13.2% |
| 1Y | -7.7% | +13.5% | -21.2% | -14.8% |
| All | -7.7% | +14.9% | -22.7% | -14.8% |
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