+20.3%
SHW vs RIO
+95.3%
-75.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | -3.2% | +1.0% | -4.2% | -3.5% |
| 30D | -11.4% | +4.0% | -15.4% | -12.4% |
| 3M | +3.5% | +4.5% | -1.0% | +2.1% |
| 6M | -3.4% | +17.3% | -20.7% | -8.0% |
| YTD | -0.3% | +36.2% | -36.5% | -9.1% |
| 1Y | -10.4% | +76.1% | -86.6% | -24.1% |
| All | +20.3% | +95.3% | -75.0% | -3.8% |
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