+8,659.4%
SHOP vs RMD
+375.8%
+8,283.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.7% | +5.3% | +4.5% |
| 7D | -5.4% | +2.3% | -7.8% | -6.5% |
| 30D | -10.3% | +4.1% | -14.4% | -12.2% |
| 3M | +1.0% | +5.7% | -4.7% | -2.2% |
| 6M | +41.2% | +12.9% | +28.3% | +31.2% |
| YTD | -7.5% | -1.5% | -6.0% | -7.9% |
| 1Y | -4.6% | -4.8% | +0.2% | -3.3% |
| 3Y | +146.4% | +57.5% | +88.9% | +76.0% |
| 5Y | -2.5% | -5.5% | +2.9% | -5.7% |
| 10Y | +3,703.6% | +357.8% | +3,345.8% | +1,547.2% |
| All | +8,659.4% | +375.8% | +8,283.6% | +3,521.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling