-10.4%
RKT vs AUR
-17.4%
+7.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -4.4% | +13.1% | +9.7% |
| 7D | +29.7% | -19.8% | +49.6% | +36.1% |
| 30D | +28.5% | -29.0% | +57.6% | +38.9% |
| 3M | +6.4% | -43.6% | +49.9% | +21.1% |
| 6M | +7.1% | -36.6% | +43.8% | +16.7% |
| YTD | -22.5% | +6.3% | -28.7% | -28.5% |
| 1Y | -10.4% | -9.0% | -1.4% | -14.0% |
| All | -10.4% | -17.4% | +7.0% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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