-27.0%
RKT vs SHW
+54.8%
-81.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.0% |
| 7D | -7.2% | -4.5% | -2.8% | -3.6% |
| 30D | -7.9% | -12.7% | +4.8% | +3.3% |
| 3M | +5.2% | +4.7% | +0.5% | +2.2% |
| 6M | -14.9% | -3.4% | -11.5% | -11.5% |
| YTD | -31.9% | -1.3% | -30.5% | -30.3% |
| 1Y | -36.9% | -10.4% | -26.5% | -30.6% |
| 3Y | +35.7% | +20.1% | +15.6% | +22.1% |
| 5Y | -9.7% | +10.5% | -20.2% | -20.0% |
| All | -27.0% | +54.8% | -81.8% | -55.6% |
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