-25.7%
RKT vs AG
+50.5%
-76.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.1% | -4.8% | -3.1% |
| 7D | -1.0% | -0.1% | -0.9% | -0.9% |
| 30D | -2.4% | +12.5% | -14.8% | -4.5% |
| 3M | +1.9% | +28.2% | -26.3% | -3.0% |
| 6M | -13.9% | -18.8% | +5.0% | -11.9% |
| YTD | -30.6% | +27.4% | -58.0% | -34.1% |
| 1Y | -34.4% | +132.2% | -166.5% | -43.7% |
| 3Y | +38.2% | +286.9% | -248.7% | +2.5% |
| 5Y | -9.7% | +72.8% | -82.4% | -27.4% |
| All | -25.7% | +50.5% | -76.2% | -43.4% |
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