+302.4%
ROIV vs SHAK
-10.6%
+313.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.8% |
| 7D | +9.5% | +3.0% | +6.4% | +8.8% |
| 30D | +21.0% | +8.2% | +12.8% | +19.0% |
| 3M | +18.7% | +4.6% | +14.2% | +17.0% |
| 6M | +44.5% | +16.3% | +28.2% | +38.1% |
| YTD | +92.9% | -7.6% | +100.4% | +90.3% |
| 1Y | +100.2% | -18.7% | +119.0% | +102.8% |
| 3Y | +375.0% | +36.4% | +338.7% | +301.9% |
| 5Y | +435.2% | -10.5% | +445.7% | +341.6% |
| All | +302.4% | -10.6% | +313.0% | +233.4% |
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