+229.2%
ROIV vs SHAK
+1.3%
+227.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -2.9% | +21.6% | +19.2% |
| 7D | +20.2% | -0.3% | +20.5% | +20.1% |
| 30D | +14.1% | -5.2% | +19.4% | +14.9% |
| 3M | +45.6% | +27.3% | +18.3% | +38.8% |
| 6M | +44.1% | -27.9% | +72.0% | +49.6% |
| YTD | +91.2% | -17.0% | +108.1% | +93.5% |
| 1Y | +221.3% | -30.9% | +252.2% | +234.6% |
| 3Y | +229.2% | +3.4% | +225.8% | +180.5% |
| All | +229.2% | +1.3% | +227.9% | +180.5% |
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