-24.0%
ON vs RKT
+43.1%
-67.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.2% |
| 7D | +2.4% | +2.1% | +0.3% | +1.9% |
| 30D | -3.3% | +1.4% | -4.7% | -3.9% |
| 3M | -43.6% | +6.3% | -49.8% | -44.8% |
| 6M | +19.0% | -15.5% | +34.4% | +21.0% |
| YTD | +37.4% | -27.4% | +64.7% | +42.8% |
| 1Y | +54.8% | -26.6% | +81.3% | +59.3% |
| All | -24.0% | +43.1% | -67.2% | -40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling