+8,659.4%
SHOP vs RBA
+308.9%
+8,350.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.3% | +4.9% | +4.1% |
| 7D | -5.4% | +4.3% | -9.7% | -6.9% |
| 30D | -10.3% | +16.3% | -26.6% | -15.5% |
| 3M | +1.0% | +1.3% | -0.3% | +0.2% |
| 6M | +41.2% | -11.1% | +52.3% | +45.0% |
| YTD | -7.5% | -8.5% | +1.0% | -6.1% |
| 1Y | -4.6% | -2.1% | -2.5% | -5.7% |
| 3Y | +146.4% | +44.6% | +101.9% | +109.4% |
| 5Y | -2.5% | +36.8% | -39.4% | -17.4% |
| 10Y | +3,703.6% | +227.3% | +3,476.3% | +2,468.0% |
| All | +8,659.4% | +308.9% | +8,350.5% | +5,369.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling