+284.5%
ROIV vs SHAK
-13.4%
+298.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.1% | -1.3% | -3.8% |
| 7D | +9.2% | +4.1% | +5.1% | +8.4% |
| 30D | +19.9% | +2.3% | +17.6% | +19.3% |
| 3M | +10.6% | -0.2% | +10.8% | +10.1% |
| 6M | +36.1% | +10.1% | +26.0% | +31.5% |
| YTD | +84.3% | -10.5% | +94.7% | +83.1% |
| 1Y | +87.6% | -22.4% | +110.0% | +91.8% |
| 3Y | +353.9% | +32.1% | +321.8% | +286.6% |
| 5Y | +376.1% | -14.0% | +390.0% | +295.4% |
| All | +284.5% | -13.4% | +298.0% | +220.7% |
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 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