-24.1%
RKT vs SHW
+71.4%
-95.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.2% | -3.8% | -4.0% |
| 7D | -7.5% | +0.7% | -8.2% | -8.1% |
| 30D | +26.6% | +8.4% | +18.2% | +18.3% |
| 3M | -2.4% | -2.2% | -0.2% | -0.5% |
| 6M | -7.4% | +13.3% | -20.7% | -15.7% |
| YTD | -29.2% | +9.2% | -38.4% | -33.5% |
| 1Y | -23.5% | +2.9% | -26.4% | -24.7% |
| 3Y | +73.9% | +41.1% | +32.8% | +37.7% |
| 5Y | -6.6% | +11.0% | -17.6% | -19.8% |
| All | -24.1% | +71.4% | -95.5% | -57.6% |
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