-16.0%
RKT vs ALL
+211.7%
-227.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +10.3% | -3.9% | +14.2% | +11.4% |
| 30D | +32.3% | +10.6% | +21.7% | +29.3% |
| 3M | +10.7% | -4.6% | +15.3% | +11.8% |
| 6M | -3.2% | +20.2% | -23.4% | -8.3% |
| YTD | -21.5% | +23.7% | -45.2% | -26.5% |
| 1Y | -6.0% | +27.9% | -33.9% | -12.8% |
| 3Y | +104.2% | +109.2% | -4.9% | +55.5% |
| 5Y | +2.5% | +148.0% | -145.5% | -25.6% |
| All | -16.0% | +211.7% | -227.7% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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