-22.2%
RKT vs AR
+942.6%
-964.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.1% |
| 7D | +2.1% | +2.5% | -0.4% | +1.9% |
| 30D | +1.4% | +14.8% | -13.4% | +0.5% |
| 3M | +6.3% | +6.2% | 0.0% | +5.8% |
| 6M | -15.5% | +4.3% | -19.7% | -16.1% |
| YTD | -27.4% | +14.4% | -41.7% | -28.6% |
| 1Y | -26.6% | +21.3% | -47.9% | -28.3% |
| 3Y | +41.2% | +39.8% | +1.4% | +32.8% |
| 5Y | -6.4% | +142.1% | -148.5% | -12.2% |
| All | -22.2% | +942.6% | -964.8% | -29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling