+704.0%
LLY vs RKT
-7.0%
+711.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.9% |
| 7D | -2.1% | +2.1% | -4.3% | -2.2% |
| 30D | -1.6% | +1.4% | -3.1% | -1.7% |
| 3M | +2.3% | +6.3% | -4.0% | +2.0% |
| 6M | +14.9% | -15.5% | +30.3% | +15.2% |
| YTD | +7.5% | -27.4% | +34.8% | +8.0% |
| 1Y | +55.7% | -26.6% | +82.3% | +56.2% |
| 3Y | +110.6% | +41.2% | +69.4% | +106.5% |
| 5Y | +363.4% | -6.4% | +369.8% | +350.7% |
| All | +704.0% | -7.0% | +711.1% | +671.6% |
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