+3,781.0%
SHOP vs RIO
+354.4%
+3,426.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -1.2% | -0.9% | -0.3% | -0.8% |
| 30D | -14.7% | -9.1% | -5.6% | -11.0% |
| 3M | -7.2% | -13.7% | +6.5% | -1.1% |
| 6M | +54.2% | -24.3% | +78.5% | +73.1% |
| YTD | -8.6% | +8.9% | -17.5% | -14.3% |
| 1Y | +0.5% | +22.7% | -22.2% | -10.8% |
| 3Y | +135.9% | +51.2% | +84.8% | +88.2% |
| 5Y | -11.9% | +88.1% | -100.0% | -36.9% |
| All | +3,781.0% | +354.4% | +3,426.6% | +1,834.6% |
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