-11.2%
SHOP vs RBA
+45.7%
-56.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.2% |
| 7D | -1.2% | +1.7% | -3.0% | -2.1% |
| 30D | -14.7% | +8.3% | -23.1% | -18.3% |
| 3M | -7.2% | +10.5% | -17.8% | -12.1% |
| 6M | +54.2% | -5.9% | +60.1% | +54.5% |
| YTD | -8.6% | -6.9% | -1.8% | -8.2% |
| 1Y | +0.5% | -4.9% | +5.4% | -0.2% |
| 3Y | +135.9% | +64.5% | +71.5% | +71.7% |
| All | -11.2% | +45.7% | -56.9% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling