+280.4%
SHW vs RIO
+608.6%
-328.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.3% | +1.7% |
| 7D | -3.1% | -3.2% | +0.1% | -2.3% |
| 30D | -10.0% | +0.9% | -11.0% | -10.3% |
| 3M | +2.3% | -1.4% | +3.7% | +2.4% |
| 6M | +0.7% | +10.9% | -10.3% | -2.5% |
| YTD | +0.5% | +31.2% | -30.7% | -7.1% |
| 1Y | -11.5% | +67.9% | -79.4% | -23.5% |
| 3Y | +21.3% | +88.8% | -67.5% | +0.6% |
| 5Y | +12.5% | +93.1% | -80.6% | -9.7% |
| All | +280.4% | +608.6% | -328.2% | +112.7% |
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