+546.0%
RKLB vs SHW
+38.1%
+507.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.3% | +0.4% |
| 7D | -2.0% | -3.1% | +1.1% | 0.0% |
| 30D | -22.4% | -10.0% | -12.4% | -17.1% |
| 3M | -45.2% | +2.3% | -47.4% | -46.7% |
| 6M | -12.5% | +0.7% | -13.2% | -13.6% |
| YTD | -9.8% | +0.5% | -10.3% | -11.5% |
| 1Y | +30.0% | -11.5% | +41.5% | +38.4% |
| 3Y | +942.2% | +21.3% | +920.9% | +791.2% |
| 5Y | +236.8% | +12.5% | +224.3% | +182.8% |
| All | +546.0% | +38.1% | +507.9% | +312.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling