+112.8%
SHOP vs RIO
+104.4%
+8.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.5% | -8.1% | -7.8% |
| 7D | -4.1% | +1.9% | -6.0% | -4.9% |
| 30D | -11.5% | +5.0% | -16.5% | -13.4% |
| 3M | +21.1% | +5.1% | +15.9% | +18.3% |
| 6M | +3.0% | +17.6% | -14.6% | -6.4% |
| YTD | -16.7% | +36.3% | -53.0% | -31.0% |
| 1Y | -8.3% | +71.2% | -79.5% | -33.1% |
| 3Y | +112.8% | +102.7% | +10.1% | +28.3% |
| All | +112.8% | +104.4% | +8.4% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling