+57.2%
RBLX vs SHW
+19.9%
+37.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | +8.1% | -4.5% | +12.6% | +9.6% |
| 30D | +23.9% | -12.7% | +36.6% | +29.0% |
| 3M | +8.1% | +4.7% | +3.5% | +7.0% |
| 6M | -23.7% | -3.4% | -20.3% | -23.2% |
| YTD | -44.6% | -1.3% | -43.3% | -44.7% |
| 1Y | -66.2% | -10.4% | -55.9% | -65.4% |
| All | +57.2% | +19.9% | +37.3% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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