-11.4%
RKT vs ALL
+115.3%
-126.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.8% | -0.3% |
| 7D | -6.3% | -2.3% | -4.0% | -5.7% |
| 30D | -6.2% | -0.4% | -5.8% | -6.1% |
| 3M | -1.9% | +16.0% | -17.9% | -6.0% |
| 6M | -13.0% | +24.6% | -37.6% | -18.7% |
| YTD | -31.9% | +23.7% | -55.6% | -36.4% |
| 1Y | -37.6% | +27.7% | -65.3% | -42.4% |
| 3Y | +36.8% | +150.2% | -113.4% | -7.4% |
| All | -11.4% | +115.3% | -126.7% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling