-9.3%
SHOP vs RIO
+97.3%
-106.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.5% |
| 3M | +21.1% | +5.1% | +15.9% | +17.9% |
| 6M | +3.0% | +17.6% | -14.6% | -6.0% |
| YTD | -16.7% | +36.3% | -53.0% | -30.0% |
| 1Y | -8.3% | +71.2% | -79.5% | -31.1% |
| 3Y | +112.8% | +102.7% | +10.1% | +44.7% |
| 5Y | -9.3% | +99.6% | -108.8% | -35.5% |
| All | -9.3% | +97.3% | -106.6% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling