-2.9%
SHOP vs RVTY
-7.4%
+4.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.8% | +0.8% | +1.8% |
| 7D | -5.4% | -1.2% | -4.2% | -5.5% |
| 30D | -10.3% | +1.0% | -11.3% | -11.6% |
| 3M | +1.0% | +35.8% | -34.8% | -19.0% |
| 6M | +41.2% | +56.7% | -15.5% | +1.7% |
| YTD | -7.5% | +60.7% | -68.2% | -36.0% |
| 1Y | -4.6% | +73.7% | -78.3% | -37.8% |
| 3Y | +146.4% | +82.8% | +63.7% | +35.4% |
| All | -2.9% | -7.4% | +4.5% | +10.8% |
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