-3.5%
RKT vs AR
+8.4%
-11.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.3% |
| 7D | +17.7% | -14.3% | +31.9% | +11.7% |
| 30D | +31.6% | +1.4% | +30.2% | +32.5% |
| 3M | +13.9% | +3.4% | +10.5% | +16.1% |
| 6M | +2.8% | -2.1% | +4.9% | +4.3% |
| YTD | -22.2% | +4.7% | -26.9% | -20.2% |
| 1Y | -3.5% | +10.6% | -14.1% | -3.9% |
| All | -3.5% | +8.4% | -11.9% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling