-9.7%
RKT vs AGI
+389.6%
-399.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -0.8% |
| 7D | -7.2% | -5.3% | -2.0% | -5.7% |
| 30D | -7.9% | +6.8% | -14.6% | -9.8% |
| 3M | +5.2% | +8.3% | -3.1% | +2.3% |
| 6M | -14.9% | -29.2% | +14.3% | -6.7% |
| YTD | -31.9% | -7.3% | -24.6% | -30.8% |
| 1Y | -36.9% | +8.0% | -44.9% | -38.7% |
| 3Y | +35.7% | +206.6% | -170.8% | -9.0% |
| 5Y | -9.7% | +398.1% | -407.8% | -49.6% |
| All | -9.7% | +389.6% | -399.3% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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