-15.8%
F vs RKT
-4.7%
-11.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.1% | +2.2% | -1.6% |
| 7D | -3.9% | -7.5% | +3.6% | -2.0% |
| 30D | -0.5% | +26.6% | -27.1% | -6.6% |
| 3M | -12.9% | -2.4% | -10.5% | -12.9% |
| 6M | +1.5% | -7.4% | +8.9% | +1.7% |
| YTD | -5.0% | -29.2% | +24.2% | +0.1% |
| 1Y | -7.3% | -23.5% | +16.2% | -4.6% |
| 3Y | +45.3% | +73.9% | -28.7% | +1.4% |
| 5Y | -15.8% | -6.6% | -9.2% | -32.1% |
| All | -15.8% | -4.7% | -11.1% | -32.1% |
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