+3,167.5%
SHOP vs RVTY
+140.7%
+3,026.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.4% | -5.2% | -5.9% |
| 7D | -4.1% | +0.4% | -4.5% | -4.3% |
| 30D | -11.5% | +10.8% | -22.4% | -17.9% |
| 3M | +21.1% | +26.8% | -5.7% | +1.0% |
| 6M | +3.0% | +39.3% | -36.3% | -21.5% |
| YTD | -16.7% | +31.6% | -48.3% | -34.1% |
| 1Y | -8.3% | +47.7% | -56.0% | -33.8% |
| 3Y | +112.8% | +19.9% | +92.9% | +64.4% |
| 5Y | -9.3% | -32.3% | +23.1% | +16.6% |
| All | +3,167.5% | +140.7% | +3,026.9% | +1,494.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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