+456.5%
RIO vs SHAK
+34.1%
+422.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.5% | +6.4% | +0.9% |
| 7D | +1.0% | -7.2% | +8.2% | +2.1% |
| 30D | +4.0% | -11.8% | +15.8% | +5.9% |
| 3M | +4.5% | +17.2% | -12.6% | +1.7% |
| 6M | +17.3% | -34.1% | +51.5% | +23.1% |
| YTD | +36.2% | -22.4% | +58.6% | +38.9% |
| 1Y | +76.1% | -35.9% | +112.1% | +84.4% |
| 3Y | +102.5% | -3.4% | +105.9% | +91.0% |
| 5Y | +103.5% | -25.4% | +129.0% | +92.3% |
| 10Y | +619.2% | +83.4% | +535.7% | +416.0% |
| All | +456.5% | +34.1% | +422.4% | +299.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling