-7.2%
RKT vs AG
+65.4%
-72.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -1.6% |
| 7D | +6.0% | +4.5% | +1.5% | +5.1% |
| 30D | +0.7% | +12.9% | -12.2% | -1.8% |
| 3M | +11.8% | +20.9% | -9.1% | +7.1% |
| 6M | -7.6% | -19.5% | +11.9% | -5.1% |
| YTD | -28.7% | +24.8% | -53.5% | -32.3% |
| 1Y | -32.6% | +120.2% | -152.8% | -42.5% |
| 3Y | +42.1% | +279.0% | -236.9% | +1.3% |
| 5Y | -7.2% | +67.9% | -75.1% | -28.9% |
| All | -7.2% | +65.4% | -72.6% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling