-23.6%
RKT vs AU
+288.7%
-312.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.6% | -1.5% |
| 7D | +6.0% | -0.3% | +6.3% | +6.1% |
| 30D | +0.7% | +12.8% | -12.1% | -2.6% |
| 3M | +11.8% | +28.5% | -16.6% | +4.3% |
| 6M | -7.6% | +4.8% | -12.4% | -9.7% |
| YTD | -28.7% | +31.0% | -59.6% | -33.8% |
| 1Y | -32.6% | +81.4% | -114.0% | -42.0% |
| 3Y | +42.1% | +618.4% | -576.3% | -16.9% |
| 5Y | -7.2% | +686.3% | -693.5% | -48.8% |
| All | -23.6% | +288.7% | -312.3% | -53.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling