+43.9%
SHW vs RIO
+55.4%
-11.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -2.1% | +0.5% | -2.6% | -2.2% |
| 30D | +11.1% | -9.9% | +21.0% | +14.0% |
| 3M | -2.2% | -14.0% | +11.9% | +1.5% |
| 6M | +14.3% | -19.5% | +33.9% | +20.3% |
| YTD | +10.6% | +11.5% | -1.0% | +6.3% |
| 1Y | +4.1% | +26.9% | -22.9% | -3.4% |
| All | +43.9% | +55.4% | -11.5% | +22.8% |
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