+162.9%
MO vs RKT
-7.0%
+170.0%
-25.8%
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 | +0.3% | +2.1% | -1.8% | +0.3% |
| 30D | +0.6% | +1.4% | -0.8% | +0.6% |
| 3M | -1.0% | +6.3% | -7.3% | -1.2% |
| 6M | +4.3% | -15.5% | +19.8% | +4.6% |
| YTD | +23.3% | -27.4% | +50.7% | +23.9% |
| 1Y | +10.5% | -26.6% | +37.0% | +10.9% |
| 3Y | +96.3% | +41.2% | +55.0% | +90.6% |
| 5Y | +98.9% | -6.4% | +105.3% | +92.3% |
| All | +162.9% | -7.0% | +170.0% | +150.6% |
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