-22.2%
RKT vs SHW
+62.7%
-84.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.6% | -1.5% |
| 7D | +2.1% | -3.2% | +5.3% | +5.0% |
| 30D | +1.4% | -9.5% | +11.0% | +10.5% |
| 3M | +6.3% | +11.5% | -5.2% | -1.9% |
| 6M | -15.5% | -3.5% | -11.9% | -12.1% |
| YTD | -27.4% | +3.7% | -31.1% | -28.8% |
| 1Y | -26.6% | -7.9% | -18.7% | -21.2% |
| 3Y | +41.2% | +24.7% | +16.5% | +22.9% |
| 5Y | -6.4% | +13.6% | -20.0% | -19.5% |
| All | -22.2% | +62.7% | -84.9% | -54.6% |
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 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