+362.4%
ROIV vs SHAK
+36.5%
+325.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.8% |
| 7D | +9.5% | +3.0% | +6.4% | +9.0% |
| 30D | +21.0% | +8.2% | +12.8% | +19.5% |
| 3M | +18.7% | +4.6% | +14.2% | +17.5% |
| 6M | +44.5% | +16.3% | +28.2% | +39.8% |
| YTD | +92.9% | -7.6% | +100.4% | +91.8% |
| 1Y | +100.2% | -18.7% | +119.0% | +103.2% |
| All | +362.4% | +36.5% | +325.9% | +315.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling