+91.5%
RIO vs SHAK
-22.8%
+114.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.6% | +0.2% |
| 7D | -3.2% | -8.3% | +5.1% | -2.3% |
| 30D | +0.9% | -12.6% | +13.6% | +2.4% |
| 3M | -1.4% | +9.1% | -10.6% | -2.6% |
| 6M | +10.9% | -31.2% | +42.2% | +14.3% |
| YTD | +31.2% | -21.6% | +52.8% | +33.1% |
| 1Y | +67.9% | -38.8% | +106.7% | +74.4% |
| 3Y | +88.8% | +0.6% | +88.2% | +81.0% |
| All | +91.5% | -22.8% | +114.3% | +76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling