-4.7%
SHOP vs RVTY
+68.7%
-73.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.0% |
| 7D | -2.5% | -0.7% | -1.7% | -2.2% |
| 30D | -16.7% | +1.7% | -18.5% | -17.4% |
| 3M | -2.2% | +36.8% | -39.0% | -13.8% |
| 6M | +45.6% | +60.1% | -14.5% | +19.1% |
| YTD | -7.3% | +64.0% | -71.2% | -25.1% |
| All | -4.7% | +68.7% | -73.3% | -25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling