+14.2%
SHW vs RIO
+93.1%
-78.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.5% |
| 3M | -2.2% | -14.0% | +11.9% | +0.8% |
| 6M | +14.3% | -19.5% | +33.9% | +19.1% |
| YTD | +10.6% | +11.5% | -1.0% | +7.5% |
| 1Y | +4.1% | +26.9% | -22.9% | -1.4% |
| 3Y | +42.9% | +55.1% | -12.3% | +28.8% |
| 5Y | +14.2% | +90.7% | -76.5% | +1.5% |
| All | +14.2% | +93.1% | -78.9% | +1.5% |
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