+81.3%
RKT vs AWK
+28.9%
+52.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.4% | -3.7% | -4.4% |
| 7D | -7.5% | -3.2% | -4.3% | -6.0% |
| 30D | +26.6% | +13.5% | +13.1% | +19.4% |
| 3M | -2.4% | +9.4% | -11.8% | -6.3% |
| 6M | -7.4% | +16.4% | -23.7% | -13.7% |
| YTD | -29.2% | +15.4% | -44.6% | -34.4% |
| 1Y | -23.5% | +16.8% | -40.4% | -29.9% |
| All | +81.3% | +28.9% | +52.4% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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