+151.9%
SHOP vs RTX
+149.1%
+2.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.6% | -1.5% | +1.2% |
| 7D | -2.7% | -3.2% | +0.5% | -1.9% |
| 30D | -11.0% | +5.6% | -16.6% | -12.6% |
| 3M | +0.3% | -11.7% | +12.0% | +4.0% |
| 6M | +37.7% | +12.3% | +25.4% | +32.0% |
| YTD | -5.5% | +8.2% | -13.7% | -9.3% |
| 1Y | -0.2% | +12.6% | -12.8% | -5.8% |
| 3Y | +151.9% | +152.8% | -1.0% | +108.4% |
| All | +151.9% | +149.1% | +2.8% | +108.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling