-5.6%
SHOP vs RBA
+45.3%
-50.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.7% |
| 7D | -5.1% | -2.9% | -2.2% | -3.7% |
| 30D | +0.6% | -12.3% | +12.9% | +7.1% |
| 3M | +25.0% | -20.5% | +45.6% | +36.9% |
| 6M | +11.9% | -18.5% | +30.5% | +20.5% |
| YTD | -9.9% | -18.2% | +8.4% | -3.1% |
| 1Y | 0.0% | -27.5% | +27.5% | +14.4% |
| 3Y | +117.5% | +38.1% | +79.4% | +74.3% |
| All | -5.6% | +45.3% | -50.8% | -28.9% |
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