-13.5%
RKT vs AUR
-35.0%
+21.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.7% |
| 7D | -1.0% | +11.1% | -12.1% | -2.8% |
| 30D | -2.4% | -6.9% | +4.5% | -1.4% |
| 3M | +1.9% | +5.5% | -3.6% | +0.4% |
| 6M | -13.9% | +41.0% | -54.9% | -20.1% |
| YTD | -30.6% | +69.3% | -99.9% | -37.8% |
| 1Y | -34.4% | +14.0% | -48.4% | -37.5% |
| 3Y | +38.2% | +90.1% | -51.9% | +2.5% |
| 5Y | -9.7% | -34.4% | +24.8% | -31.5% |
| All | -13.5% | -35.0% | +21.5% | -33.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling