-5.4%
RKT vs SHW
+11.1%
-16.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.2% |
| 7D | -9.0% | +1.9% | -10.9% | -10.5% |
| 30D | +30.2% | +8.1% | +22.1% | +21.6% |
| 3M | -8.8% | -2.8% | -6.1% | -6.5% |
| 6M | -0.9% | +15.0% | -16.0% | -11.6% |
| YTD | -29.2% | +9.0% | -38.2% | -33.8% |
| 1Y | -20.1% | +4.5% | -24.5% | -22.5% |
| 3Y | +81.3% | +41.9% | +39.5% | +40.2% |
| All | -5.4% | +11.1% | -16.5% | -29.3% |
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