-22.2%
RKT vs A
+61.0%
-83.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.5% |
| 7D | +2.1% | -1.9% | +4.0% | +3.4% |
| 30D | +1.4% | +6.9% | -5.5% | -2.9% |
| 3M | +6.3% | +9.2% | -3.0% | +0.2% |
| 6M | -15.5% | +25.7% | -41.1% | -28.1% |
| YTD | -27.4% | +11.5% | -38.9% | -33.2% |
| 1Y | -26.6% | +18.4% | -44.9% | -35.3% |
| 3Y | +41.2% | +26.6% | +14.6% | +14.6% |
| 5Y | -6.4% | -12.8% | +6.4% | -4.5% |
| All | -22.2% | +61.0% | -83.2% | -59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling