-20.0%
RKT vs ACWI
+117.5%
-137.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.2% |
| 7D | +4.6% | -0.2% | +4.8% | +4.8% |
| 30D | +25.9% | -3.3% | +29.2% | +31.8% |
| 3M | +5.0% | -3.4% | +8.4% | +10.3% |
| 6M | -7.9% | +0.8% | -8.7% | -8.7% |
| YTD | -25.4% | +10.7% | -36.1% | -34.7% |
| 1Y | -15.4% | +11.6% | -27.0% | -26.6% |
| 3Y | +83.3% | +73.4% | +9.9% | -19.0% |
| 5Y | -0.8% | +60.2% | -61.0% | -50.1% |
| All | -20.0% | +117.5% | -137.6% | -76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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