-25.7%
RKT vs AA
+262.4%
-288.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -2.3% |
| 7D | -1.0% | -0.6% | -0.3% | -0.8% |
| 30D | -2.4% | -1.6% | -0.8% | -2.2% |
| 3M | +1.9% | -29.8% | +31.7% | +10.6% |
| 6M | -13.9% | -16.6% | +2.8% | -11.9% |
| YTD | -30.6% | -4.0% | -26.6% | -31.9% |
| 1Y | -34.4% | +63.5% | -97.9% | -44.6% |
| 3Y | +38.2% | +86.8% | -48.6% | +8.0% |
| 5Y | -9.7% | +12.4% | -22.0% | -22.5% |
| All | -25.7% | +262.4% | -288.1% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling