-93.0%
RCKT vs SPY
+72.2%
-165.2%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -2.5% |
| 7D | -2.4% | -0.6% | -1.8% | -1.2% |
| 30D | -4.3% | -3.7% | -0.6% | +2.3% |
| 3M | -32.7% | -2.7% | -29.9% | -29.4% |
| 6M | -32.5% | +2.2% | -34.7% | -35.0% |
| YTD | -30.2% | +10.8% | -41.0% | -41.0% |
| 1Y | -22.2% | +11.2% | -33.5% | -34.4% |
| 3Y | -86.8% | +76.5% | -163.3% | -95.4% |
| 5Y | -93.0% | +72.9% | -165.9% | -97.3% |
| All | -93.0% | +72.2% | -165.2% | -97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 5y: compounded portfolio wealth divided by compounded SPY 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…
5y analysis · Full analysis span regression · 6 months rolling