+172.2%
SHOP vs RVMD
+644.5%
-472.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -5.1% | +1.0% | -6.1% | -5.4% |
| 30D | +0.6% | +6.4% | -5.9% | -1.2% |
| 3M | +25.0% | +34.9% | -9.9% | +15.2% |
| 6M | +11.9% | +107.6% | -95.6% | -9.8% |
| YTD | -9.9% | +163.7% | -173.5% | -33.4% |
| 1Y | 0.0% | +439.2% | -439.2% | -40.0% |
| 3Y | +117.5% | +499.2% | -381.7% | +18.5% |
| 5Y | -6.6% | +621.7% | -628.4% | -56.4% |
| All | +172.2% | +644.5% | -472.3% | +14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling