+141.6%
SHOP vs RVMD
+622.3%
-480.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | -11.2% | -3.0% | -8.3% | -10.5% |
| 30D | -14.4% | -0.7% | -13.6% | -14.4% |
| 3M | +16.6% | +36.5% | -20.0% | +7.1% |
| 6M | -0.6% | +104.6% | -105.2% | -19.6% |
| YTD | -20.0% | +155.8% | -175.8% | -40.4% |
| 1Y | -11.2% | +340.7% | -351.9% | -43.5% |
| 3Y | +99.5% | +519.9% | -420.4% | +7.4% |
| 5Y | -13.2% | +584.9% | -598.2% | -59.0% |
| All | +141.6% | +622.3% | -480.7% | +2.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling