-2.9%
SHOP vs RY
+122.0%
-124.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.3% | +4.9% | +5.4% |
| 7D | -5.4% | -0.9% | -4.6% | -4.0% |
| 30D | -10.3% | +5.9% | -16.2% | -17.0% |
| 3M | +1.0% | -4.3% | +5.3% | +7.2% |
| 6M | +41.2% | +12.1% | +29.1% | +18.6% |
| YTD | -7.5% | +20.3% | -27.8% | -29.8% |
| 1Y | -4.6% | +41.0% | -45.6% | -42.7% |
| 3Y | +146.4% | +157.5% | -11.1% | -42.3% |
| All | -2.9% | +122.0% | -124.9% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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