-15.4%
RKT vs AA
+4.5%
-19.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.4% | -0.5% | -4.0% |
| 7D | +4.6% | +1.2% | +3.4% | +4.4% |
| 30D | +25.9% | -5.0% | +30.9% | +27.0% |
| 3M | +5.0% | -22.2% | +27.2% | +10.0% |
| 6M | -7.9% | -36.3% | +28.4% | -0.2% |
| YTD | -25.4% | -24.2% | -1.2% | -27.2% |
| 1Y | -15.4% | +3.9% | -19.3% | -26.2% |
| All | -15.4% | +4.5% | -19.9% | -26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling