-22.2%
RKT vs AA
+257.0%
-279.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.6% |
| 7D | +2.1% | -0.7% | +2.8% | +2.3% |
| 30D | +1.4% | +5.0% | -3.5% | +0.1% |
| 3M | +6.3% | -35.8% | +42.1% | +18.1% |
| 6M | -15.5% | -18.4% | +2.9% | -13.0% |
| YTD | -27.4% | -5.5% | -21.9% | -28.4% |
| 1Y | -26.6% | +61.0% | -87.5% | -37.8% |
| 3Y | +41.2% | +66.2% | -25.0% | +13.3% |
| 5Y | -6.4% | +11.4% | -17.8% | -19.5% |
| All | -22.2% | +257.0% | -279.2% | -44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling