-19.1%
RKT vs A
+21.4%
-40.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.2% |
| 7D | -3.8% | -0.1% | -3.7% | -3.7% |
| 30D | +32.8% | +3.3% | +29.6% | +30.2% |
| 3M | +0.8% | +18.5% | -17.7% | -8.9% |
| 6M | -2.6% | +59.3% | -61.9% | -26.7% |
| YTD | -25.4% | +31.0% | -56.4% | -34.8% |
| 1Y | -19.1% | +19.3% | -38.4% | -20.1% |
| All | -19.1% | +21.4% | -40.5% | -20.1% |
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