-11.6%
SHOP vs RMD
-20.7%
+9.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.0% | -5.2% |
| 7D | -10.6% | -4.7% | -5.9% | -8.6% |
| 30D | -18.3% | +0.2% | -18.5% | -18.1% |
| 3M | +14.8% | +12.0% | +2.8% | +9.4% |
| 6M | -5.0% | -12.5% | +7.5% | +0.1% |
| YTD | -21.2% | -7.9% | -13.3% | -20.2% |
| 1Y | -11.6% | -20.4% | +8.8% | +2.5% |
| All | -11.6% | -20.7% | +9.1% | +2.5% |
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