+28.5%
HYG vs RKT
-11.2%
+39.7%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | -0.1% |
| 7D | -0.2% | -1.0% | +0.8% | -0.1% |
| 30D | -0.1% | -2.4% | +2.3% | 0.0% |
| 3M | +0.7% | +1.9% | -1.2% | +0.4% |
| 6M | +1.5% | -13.9% | +15.4% | +1.8% |
| YTD | +1.9% | -30.6% | +32.6% | +3.0% |
| 1Y | +3.7% | -34.4% | +38.1% | +4.9% |
| 3Y | +26.5% | +38.2% | -11.7% | +21.6% |
| 5Y | +19.0% | -9.7% | +28.6% | +13.4% |
| All | +28.5% | -11.2% | +39.7% | +21.8% |
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