-46.2%
RBLX vs SHW
+11.4%
-57.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.5% | +0.3% |
| 7D | +5.1% | -3.1% | +8.2% | +7.0% |
| 30D | +28.0% | -10.0% | +38.1% | +36.2% |
| 3M | +4.6% | +2.3% | +2.4% | +2.8% |
| 6M | -24.7% | +0.7% | -25.3% | -25.8% |
| YTD | -43.8% | +0.5% | -44.3% | -45.1% |
| 1Y | -65.8% | -11.5% | -54.3% | -63.8% |
| 3Y | +59.4% | +21.3% | +38.0% | +23.2% |
| All | -46.2% | +11.4% | -57.7% | -53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling