+8,434.7%
SHOP vs RIO
+433.2%
+8,001.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.7% |
| 7D | -5.1% | 0.0% | -5.1% | -5.1% |
| 30D | +0.6% | +4.0% | -3.4% | -1.1% |
| 3M | +25.0% | +0.1% | +24.9% | +24.5% |
| 6M | +11.9% | +12.7% | -0.8% | +5.1% |
| YTD | -9.9% | +35.6% | -45.4% | -22.1% |
| 1Y | 0.0% | +73.7% | -73.7% | -22.1% |
| 3Y | +117.5% | +93.3% | +24.2% | +60.7% |
| 5Y | -6.6% | +92.4% | -99.1% | -32.1% |
| 10Y | +3,320.3% | +606.9% | +2,713.4% | +1,384.9% |
| All | +8,434.7% | +433.2% | +8,001.5% | +3,742.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling