-11.4%
RKT vs AUR
-35.1%
+23.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.3% |
| 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% | -19.6% |
| YTD | -31.9% | +67.4% | -99.4% | -38.8% |
| 1Y | -37.6% | +15.4% | -53.0% | -40.7% |
| 3Y | +36.8% | +94.8% | -58.0% | +1.1% |
| All | -11.4% | -35.1% | +23.6% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling