+2,941.1%
SHOP vs RIO
+604.6%
+2,336.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.0% | +1.7% |
| 7D | -13.2% | -3.4% | -9.9% | -12.0% |
| 30D | -17.0% | +0.6% | -17.6% | -17.4% |
| 3M | +17.0% | +2.5% | +14.5% | +15.1% |
| 6M | -2.1% | +10.8% | -12.9% | -7.8% |
| YTD | -21.4% | +30.5% | -51.8% | -31.7% |
| 1Y | -11.0% | +68.1% | -79.1% | -31.0% |
| 3Y | +100.9% | +94.0% | +6.9% | +44.6% |
| 5Y | -14.7% | +92.0% | -106.7% | -39.4% |
| All | +2,941.1% | +604.6% | +2,336.5% | +1,225.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 10y: compounded portfolio wealth divided by compounded RIO 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…
10y analysis · Full analysis span regression · 6 months rolling