-27.1%
RKT vs AGG
-3.6%
-23.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | +0.2% |
| 7D | -6.3% | -1.1% | -5.2% | -2.1% |
| 30D | -6.2% | -1.1% | -5.0% | -1.3% |
| 3M | -1.9% | -1.9% | +0.1% | +7.5% |
| 6M | -13.0% | -1.7% | -11.3% | -4.1% |
| YTD | -31.9% | -1.3% | -30.6% | -25.9% |
| 1Y | -37.6% | -0.7% | -36.8% | -33.3% |
| 3Y | +36.8% | +12.5% | +24.3% | +0.3% |
| 5Y | -9.7% | -2.5% | -7.3% | +15.7% |
| All | -27.1% | -3.6% | -23.4% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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