-5.6%
SHOP vs RVTY
-30.5%
+25.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | -5.1% | +1.1% | -6.2% | -5.8% |
| 30D | +0.6% | +13.2% | -12.6% | -7.6% |
| 3M | +25.0% | +27.2% | -2.2% | +5.2% |
| 6M | +11.9% | +32.4% | -20.5% | -10.1% |
| YTD | -9.9% | +34.9% | -44.7% | -28.9% |
| 1Y | 0.0% | +52.4% | -52.4% | -28.2% |
| 3Y | +117.5% | +12.3% | +105.2% | +83.8% |
| All | -5.6% | -30.5% | +25.0% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling