-7.2%
RKT vs A
-14.2%
+7.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -0.1% |
| 7D | +6.0% | -2.1% | +8.0% | +7.4% |
| 30D | +0.7% | +0.6% | +0.1% | +0.2% |
| 3M | +11.8% | +10.9% | +0.9% | +4.6% |
| 6M | -7.6% | +28.2% | -35.8% | -22.3% |
| YTD | -28.7% | +8.6% | -37.2% | -33.1% |
| 1Y | -32.6% | +15.5% | -48.1% | -39.5% |
| 3Y | +42.1% | +31.8% | +10.3% | +12.1% |
| 5Y | -7.2% | -14.9% | +7.7% | -14.2% |
| All | -7.2% | -14.2% | +7.1% | -14.2% |
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