+16.2%
DIA vs RKT
-33.8%
+50.0%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.0% | -0.4% |
| 7D | -1.2% | -1.0% | -0.3% | -1.1% |
| 30D | -2.7% | -2.4% | -0.3% | -2.5% |
| 3M | +3.3% | +1.9% | +1.4% | +2.6% |
| 6M | +10.4% | -13.9% | +24.3% | +11.0% |
| YTD | +10.0% | -30.6% | +40.6% | +12.0% |
| 1Y | +16.2% | -34.4% | +50.5% | +17.5% |
| All | +16.2% | -33.8% | +50.0% | +17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling