+41.6%
RKT vs ALL
+155.4%
-113.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -1.1% |
| 7D | +2.1% | 0.0% | +2.1% | +2.1% |
| 30D | +1.4% | -1.5% | +2.9% | +1.4% |
| 3M | +6.3% | +23.6% | -17.4% | +5.3% |
| 6M | -15.5% | +22.3% | -37.8% | -16.3% |
| YTD | -27.4% | +26.5% | -53.9% | -28.3% |
| 1Y | -26.6% | +27.0% | -53.6% | -27.6% |
| All | +41.6% | +155.4% | -113.7% | +19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling