+351.3%
GOOG vs RKT
-7.0%
+358.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.9% |
| 7D | -2.1% | +2.1% | -4.3% | -2.4% |
| 30D | -6.8% | +1.4% | -8.3% | -7.1% |
| 3M | -9.1% | +6.3% | -15.4% | -10.1% |
| 6M | +10.7% | -15.5% | +26.2% | +12.0% |
| YTD | +7.1% | -27.4% | +34.4% | +9.8% |
| 1Y | +44.6% | -26.6% | +71.2% | +47.5% |
| 3Y | +147.4% | +41.2% | +106.2% | +122.7% |
| 5Y | +133.8% | -6.4% | +140.2% | +108.2% |
| All | +351.3% | -7.0% | +358.3% | +293.3% |
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