-11.4%
RKT vs AU
+686.2%
-697.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | -6.3% | -4.3% | -2.0% | -5.2% |
| 30D | -6.2% | +7.3% | -13.5% | -8.1% |
| 3M | -1.9% | +26.3% | -28.2% | -8.2% |
| 6M | -13.0% | +1.8% | -14.8% | -14.4% |
| YTD | -31.9% | +26.8% | -58.7% | -36.3% |
| 1Y | -37.6% | +66.7% | -104.3% | -45.2% |
| 3Y | +36.8% | +579.1% | -542.3% | -19.7% |
| All | -11.4% | +686.2% | -697.7% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 5y: compounded portfolio wealth divided by compounded AU 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…
5y analysis · Full analysis span regression · 6 months rolling