+96.4%
SHOP vs RVMD
+549.6%
-453.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.6% | -5.5% |
| 7D | -10.6% | -0.7% | -9.9% | -10.5% |
| 30D | -18.3% | +0.3% | -18.6% | -18.4% |
| 3M | +14.8% | +38.9% | -24.0% | +8.2% |
| 6M | -5.0% | +108.1% | -113.1% | -17.7% |
| YTD | -21.2% | +160.7% | -182.0% | -35.7% |
| 1Y | -11.6% | +407.3% | -418.9% | -38.1% |
| All | +96.4% | +549.6% | -453.2% | +28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling