-2.9%
SHOP vs RBA
+37.7%
-40.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.3% | +4.9% | +4.2% |
| 7D | -5.4% | +4.3% | -9.7% | -7.4% |
| 30D | -10.3% | +16.3% | -26.6% | -17.1% |
| 3M | +1.0% | +1.3% | -0.3% | -0.1% |
| 6M | +41.2% | -11.1% | +52.3% | +45.8% |
| YTD | -7.5% | -8.5% | +1.0% | -6.2% |
| 1Y | -4.6% | -2.1% | -2.5% | -6.9% |
| 3Y | +146.4% | +44.6% | +101.9% | +91.0% |
| All | -2.9% | +37.7% | -40.6% | -16.5% |
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 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