+185.9%
BAC vs RKT
-7.0%
+192.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.1% | 0.0% |
| 7D | +1.1% | +2.1% | -1.0% | +0.9% |
| 30D | -0.4% | +1.4% | -1.8% | -0.6% |
| 3M | +16.9% | +6.3% | +10.6% | +15.8% |
| 6M | +26.6% | -15.5% | +42.1% | +27.5% |
| YTD | +15.8% | -27.4% | +43.2% | +17.8% |
| 1Y | +27.2% | -26.6% | +53.7% | +28.9% |
| 3Y | +132.4% | +41.2% | +91.2% | +116.4% |
| 5Y | +72.6% | -6.4% | +79.0% | +57.8% |
| All | +185.9% | -7.0% | +192.9% | +158.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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