+544.7%
NET vs RKT
-0.8%
+545.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.7% | -11.3% | -4.8% |
| 7D | -16.4% | +29.7% | -46.1% | -22.4% |
| 30D | -25.8% | +28.5% | -54.4% | -31.2% |
| 3M | -11.5% | +6.4% | -17.9% | -13.9% |
| 6M | +18.9% | +7.1% | +11.8% | +12.5% |
| YTD | +35.2% | -22.5% | +57.7% | +37.5% |
| 1Y | +14.5% | -10.4% | +24.9% | +11.1% |
| 3Y | +313.8% | +83.8% | +230.0% | +180.9% |
| 5Y | +32.6% | -4.4% | +37.0% | -0.8% |
| All | +544.7% | -0.8% | +545.4% | +380.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling