-6.3%
SHOP vs RBA
-5.6%
-0.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.3% |
| 7D | +2.1% | -0.5% | +2.7% | +2.2% |
| 30D | -16.8% | +6.8% | -23.7% | -18.3% |
| 3M | -2.4% | +9.5% | -11.9% | -4.9% |
| 6M | +47.0% | -8.2% | +55.2% | +43.7% |
| YTD | -8.8% | -7.7% | -1.1% | -13.3% |
| 1Y | -6.3% | -6.9% | +0.6% | -11.4% |
| All | -6.3% | -5.6% | -0.7% | -11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling