-6.1%
SHOP vs RBA
-4.5%
-1.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.9% |
| 7D | -2.5% | +0.6% | -3.1% | -2.6% |
| 30D | -16.7% | +9.0% | -25.7% | -18.6% |
| 3M | -2.2% | +7.2% | -9.4% | -4.1% |
| 6M | +45.6% | -7.8% | +53.3% | +42.7% |
| YTD | -7.3% | -6.4% | -0.9% | -11.8% |
| 1Y | -6.1% | -4.2% | -1.9% | -12.5% |
| All | -6.1% | -4.5% | -1.6% | -12.5% |
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