-20.0%
RKT vs AG
+6.2%
-26.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.9% | +1.0% | -3.8% |
| 7D | +4.6% | +6.0% | -1.3% | +3.6% |
| 30D | +25.9% | -13.5% | +39.4% | +28.9% |
| 3M | +5.0% | -20.7% | +25.7% | +9.0% |
| 6M | -7.9% | -31.5% | +23.6% | -2.6% |
| YTD | -25.4% | -10.1% | -15.2% | -24.7% |
| 1Y | -15.4% | +26.0% | -41.4% | -19.1% |
| 3Y | +83.3% | +228.9% | -145.6% | +40.9% |
| 5Y | -0.8% | +8.7% | -9.5% | -14.2% |
| All | -20.0% | +6.2% | -26.2% | -35.4% |
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