+20.3%
RKT vs AS
+131.9%
-111.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.4% | +0.7% |
| 7D | -3.8% | -3.0% | -0.8% | -2.9% |
| 30D | +32.8% | +9.6% | +23.3% | +29.2% |
| 3M | +0.8% | -8.2% | +9.0% | +3.3% |
| 6M | -2.6% | -9.9% | +7.3% | +0.6% |
| YTD | -25.4% | -16.8% | -8.6% | -21.6% |
| 1Y | -19.1% | +3.0% | -22.1% | -19.0% |
| All | +20.3% | +131.9% | -111.6% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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