-7.7%
SHOP vs RMD
-5.4%
-2.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.2% |
| 7D | +2.8% | +3.1% | -0.3% | +1.3% |
| 30D | -14.2% | +1.8% | -16.0% | -14.8% |
| 3M | -5.5% | +6.7% | -12.2% | -7.8% |
| 6M | +32.8% | +13.9% | +18.9% | +25.2% |
| YTD | -8.9% | -2.0% | -6.9% | -10.9% |
| 1Y | -7.7% | -5.4% | -2.3% | -8.2% |
| All | -7.7% | -5.4% | -2.4% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 1y: compounded portfolio wealth divided by compounded RMD 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…
1y analysis · Full analysis span regression · 6 months rolling