+241.9%
RCL vs SHW
+41.3%
+200.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -1.2% | +1.9% | -3.1% | -2.4% |
| 30D | +17.8% | +8.1% | +9.8% | +11.7% |
| 3M | +4.9% | -2.8% | +7.7% | +6.7% |
| 6M | +23.7% | +15.0% | +8.7% | +11.3% |
| YTD | +17.8% | +9.0% | +8.8% | +10.3% |
| 1Y | +28.9% | +4.5% | +24.4% | +24.0% |
| 3Y | +241.9% | +41.9% | +200.0% | +161.0% |
| All | +241.9% | +41.3% | +200.6% | +161.0% |
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 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