-11.4%
RKT vs AGG
-2.6%
-8.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | +0.2% |
| 7D | -6.3% | -1.1% | -5.2% | -2.2% |
| 30D | -6.2% | -1.1% | -5.0% | -1.5% |
| 3M | -1.9% | -1.9% | +0.1% | +7.2% |
| 6M | -13.0% | -1.7% | -11.3% | -4.3% |
| YTD | -31.9% | -1.3% | -30.6% | -26.0% |
| 1Y | -37.6% | -0.7% | -36.8% | -33.4% |
| 3Y | +36.8% | +12.5% | +24.3% | +2.5% |
| All | -11.4% | -2.6% | -8.9% | -18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling