-9.3%
SHOP vs RMD
-21.0%
+11.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.2% | -4.4% | -5.8% |
| 7D | -4.1% | -4.5% | +0.4% | -1.6% |
| 30D | -11.5% | +4.6% | -16.1% | -13.7% |
| 3M | +21.1% | +14.8% | +6.3% | +11.8% |
| 6M | +3.0% | -12.1% | +15.1% | +10.0% |
| YTD | -16.7% | -7.5% | -9.2% | -14.1% |
| 1Y | -8.3% | -20.1% | +11.8% | +2.8% |
| 3Y | +112.8% | +53.9% | +58.9% | +40.5% |
| 5Y | -9.3% | -22.2% | +13.0% | -5.6% |
| All | -9.3% | -21.0% | +11.7% | -5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling