-4.9%
SHOP vs RVMD
+244.4%
-249.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.8% | +4.5% | +7.1% |
| 7D | -9.0% | +5.8% | -14.8% | -9.5% |
| 30D | -4.4% | -3.8% | -0.6% | -4.2% |
| 3M | +24.1% | +3.2% | +20.9% | +23.6% |
| 6M | +20.0% | +35.0% | -15.0% | +16.5% |
| YTD | -4.9% | +150.7% | -155.7% | -11.6% |
| 1Y | -4.9% | +241.0% | -245.9% | -26.4% |
| All | -4.9% | +244.4% | -249.3% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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