+3,663.5%
SHOP vs RBA
+209.3%
+3,454.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.0% |
| 7D | -2.5% | +0.6% | -3.1% | -2.7% |
| 30D | -16.7% | +9.0% | -25.7% | -20.1% |
| 3M | -2.2% | +7.2% | -9.4% | -5.5% |
| 6M | +45.6% | -7.8% | +53.3% | +47.8% |
| YTD | -7.3% | -6.4% | -0.9% | -6.7% |
| 1Y | -6.1% | -4.2% | -1.9% | -6.5% |
| 3Y | +143.3% | +64.1% | +79.3% | +88.5% |
| 5Y | +0.2% | +48.4% | -48.3% | -20.9% |
| 10Y | +3,663.5% | +209.9% | +3,453.6% | +2,067.0% |
| All | +3,663.5% | +209.3% | +3,454.2% | +2,067.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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