+36.8%
RKT vs AUR
+84.2%
-47.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.4% |
| 7D | -6.3% | +1.4% | -7.7% | -6.5% |
| 30D | -6.2% | -6.4% | +0.2% | -5.3% |
| 3M | -1.9% | +7.7% | -9.6% | -3.6% |
| 6M | -13.0% | +44.5% | -57.5% | -19.8% |
| YTD | -31.9% | +67.4% | -99.4% | -38.9% |
| 1Y | -37.6% | +15.4% | -53.0% | -40.8% |
| 3Y | +36.8% | +94.8% | -58.0% | -29.5% |
| All | +36.8% | +84.2% | -47.4% | -29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling