-35.5%
RBLX vs SHW
+44.7%
-80.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.8% | +4.8% |
| 7D | +10.2% | -1.2% | +11.4% | +10.9% |
| 30D | +18.6% | -11.6% | +30.2% | +27.3% |
| 3M | +6.0% | +9.1% | -3.2% | +0.4% |
| 6M | -29.5% | -0.7% | -28.8% | -29.9% |
| YTD | -44.7% | +1.4% | -46.0% | -46.1% |
| 1Y | -65.1% | -12.3% | -52.8% | -63.0% |
| 3Y | +54.5% | +23.4% | +31.1% | +20.0% |
| 5Y | -46.3% | +15.0% | -61.3% | -54.9% |
| All | -35.5% | +44.7% | -80.2% | -58.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling