-24.1%
RKT vs AR
+924.9%
-949.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -9.0% | +7.4% | -16.3% | -9.3% |
| 30D | +30.2% | +5.8% | +24.4% | +29.6% |
| 3M | -8.8% | +5.2% | -14.1% | -9.3% |
| 6M | -0.9% | +5.4% | -6.4% | -1.6% |
| YTD | -29.2% | +12.4% | -41.6% | -30.5% |
| 1Y | -20.1% | +12.8% | -32.9% | -21.6% |
| 3Y | +81.3% | +47.2% | +34.1% | +69.3% |
| 5Y | -6.6% | +101.1% | -107.8% | -12.4% |
| All | -24.1% | +924.9% | -949.0% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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