+201.2%
C vs RKT
-9.3%
+210.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.1% | +4.9% | +0.4% |
| 7D | +4.7% | -7.5% | +12.2% | +5.5% |
| 30D | +0.2% | +26.6% | -26.4% | -2.2% |
| 3M | -9.3% | -2.4% | -6.9% | -9.4% |
| 6M | -0.8% | -7.4% | +6.5% | -0.9% |
| YTD | +8.5% | -29.2% | +37.7% | +10.7% |
| 1Y | +23.1% | -23.5% | +46.6% | +24.6% |
| 3Y | +220.8% | +73.9% | +146.9% | +193.1% |
| 5Y | +112.4% | -6.6% | +119.0% | +93.7% |
| All | +201.2% | -9.3% | +210.5% | +170.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling