+30.8%
RIO vs SHAK
-21.2%
+52.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.8% | -0.2% | +3.1% |
| 7D | -1.6% | +8.3% | -9.9% | -2.6% |
| 30D | -11.6% | +16.7% | -28.3% | -13.3% |
| 3M | -12.7% | +10.0% | -22.7% | -13.9% |
| 6M | -12.4% | -23.8% | +11.4% | -9.8% |
| YTD | +11.0% | -10.3% | +21.3% | +11.2% |
| 1Y | +30.8% | -22.9% | +53.7% | +35.4% |
| All | +30.8% | -21.2% | +52.1% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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