+64.1%
DIA vs RKT
-8.7%
+72.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.6% | -0.9% |
| 7D | +0.1% | +6.0% | -5.9% | -0.6% |
| 30D | -2.1% | +0.7% | -2.7% | -2.3% |
| 3M | +4.2% | +11.8% | -7.7% | +2.3% |
| 6M | +11.9% | -7.6% | +19.5% | +11.9% |
| YTD | +10.8% | -28.7% | +39.5% | +13.7% |
| 1Y | +17.5% | -32.6% | +50.1% | +20.9% |
| 3Y | +59.9% | +42.1% | +17.8% | +41.4% |
| 5Y | +64.1% | -7.2% | +71.3% | +51.7% |
| All | +64.1% | -8.7% | +72.8% | +51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling