+8,434.7%
SHOP vs RBA
+265.2%
+8,169.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.7% |
| 7D | -5.1% | -2.9% | -2.2% | -4.0% |
| 30D | +0.6% | -12.3% | +12.9% | +5.6% |
| 3M | +25.0% | -20.5% | +45.6% | +34.4% |
| 6M | +11.9% | -18.5% | +30.5% | +18.9% |
| YTD | -9.9% | -18.2% | +8.4% | -4.2% |
| 1Y | 0.0% | -27.5% | +27.5% | +11.0% |
| 3Y | +117.5% | +38.1% | +79.4% | +89.2% |
| 5Y | -6.6% | +44.8% | -51.4% | -21.3% |
| 10Y | +3,320.3% | +187.1% | +3,133.2% | +2,316.5% |
| All | +8,434.7% | +265.2% | +8,169.5% | +5,476.7% |
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