-16.7%
RKT vs AR
+854.5%
-871.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.7% |
| 7D | +17.7% | -14.3% | +31.9% | +18.6% |
| 30D | +31.6% | +1.4% | +30.2% | +31.3% |
| 3M | +13.9% | +3.4% | +10.5% | +13.4% |
| 6M | +2.8% | -2.1% | +4.9% | +2.5% |
| YTD | -22.2% | +4.7% | -26.9% | -23.3% |
| 1Y | -3.5% | +10.6% | -14.1% | -5.4% |
| 3Y | +95.3% | +24.6% | +70.7% | +84.8% |
| 5Y | -0.4% | +71.9% | -72.3% | -6.2% |
| All | -16.7% | +854.5% | -871.2% | -24.3% |
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