-10.4%
RKT vs A
+24.4%
-34.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.0% | +7.7% | +8.3% |
| 7D | +29.7% | -2.4% | +32.1% | +30.9% |
| 30D | +28.5% | +3.6% | +24.9% | +25.7% |
| 3M | +6.4% | +27.5% | -21.1% | -7.7% |
| 6M | +7.1% | +58.5% | -51.3% | -19.6% |
| YTD | -22.5% | +31.2% | -53.7% | -32.3% |
| 1Y | -10.4% | +22.2% | -32.6% | -14.3% |
| All | -10.4% | +24.4% | -34.8% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling