-9.3%
SHOP vs RTX
+167.2%
-176.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.0% | -6.6% | -7.1% |
| 7D | -4.1% | -3.1% | -1.0% | -2.5% |
| 30D | -11.5% | -10.6% | -1.0% | -6.3% |
| 3M | +21.1% | +11.6% | +9.4% | +13.4% |
| 6M | +3.0% | -4.5% | +7.5% | +5.0% |
| YTD | -16.7% | +9.6% | -26.3% | -22.5% |
| 1Y | -8.3% | +30.8% | -39.1% | -23.9% |
| 3Y | +112.8% | +152.8% | -40.0% | +10.0% |
| 5Y | -9.3% | +167.1% | -176.4% | -54.9% |
| All | -9.3% | +167.2% | -176.5% | -54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling