+18,544.2%
SHW vs RIO
+4,806.4%
+13,737.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +1.7% | -0.9% | +2.6% | +1.9% |
| 30D | +7.8% | -9.1% | +16.9% | +9.9% |
| 3M | -3.0% | -13.7% | +10.7% | -0.1% |
| 6M | +14.8% | -24.3% | +39.1% | +21.2% |
| YTD | +8.8% | +8.9% | -0.1% | +6.2% |
| 1Y | +4.2% | +22.7% | -18.4% | -0.8% |
| 3Y | +41.5% | +51.2% | -9.6% | +27.9% |
| 5Y | +10.5% | +88.1% | -77.6% | -6.4% |
| 10Y | +339.4% | +352.3% | -13.0% | +201.9% |
| All | +18,544.2% | +4,806.4% | +13,737.8% | +6,171.4% |
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