-27.1%
RKT vs AON
+60.2%
-87.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.5% |
| 7D | -6.3% | -6.3% | +0.1% | -3.9% |
| 30D | -6.2% | -14.1% | +7.9% | -0.9% |
| 3M | -1.9% | -9.5% | +7.6% | +1.4% |
| 6M | -13.0% | -4.0% | -9.0% | -12.6% |
| YTD | -31.9% | -13.8% | -18.1% | -28.9% |
| 1Y | -37.6% | -18.3% | -19.3% | -33.4% |
| 3Y | +36.8% | -7.2% | +44.0% | +35.9% |
| 5Y | -9.7% | +7.3% | -17.1% | -19.0% |
| All | -27.1% | +60.2% | -87.2% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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