+2.5%
RKT vs A
+16.0%
-13.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | -1.0% |
| 7D | +10.3% | +4.8% | +5.6% | +7.2% |
| 30D | +32.3% | +5.6% | +26.7% | +27.2% |
| 3M | +10.7% | +23.6% | -12.9% | -4.2% |
| 6M | -3.2% | +56.4% | -59.5% | -28.8% |
| YTD | -21.5% | +33.4% | -54.9% | -36.1% |
| 1Y | -6.0% | +23.7% | -29.7% | -19.4% |
| 3Y | +104.2% | +71.0% | +33.2% | +34.0% |
| 5Y | +2.5% | +16.8% | -14.4% | -21.5% |
| All | +2.5% | +16.0% | -13.5% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling