-20.1%
RKT vs AG
+5.0%
-25.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.1% | +0.1% |
| 7D | -3.8% | -4.0% | +0.2% | -3.1% |
| 30D | +32.8% | -13.1% | +45.9% | +35.9% |
| 3M | +0.8% | -22.0% | +22.9% | +5.0% |
| 6M | -2.6% | -37.3% | +34.6% | +4.7% |
| YTD | -25.4% | -11.2% | -14.2% | -24.6% |
| 1Y | -19.1% | +23.9% | -43.0% | -22.4% |
| 3Y | +83.2% | +225.1% | -142.0% | +41.1% |
| 5Y | +0.8% | +7.7% | -6.9% | -12.6% |
| All | -20.1% | +5.0% | -25.1% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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