-16.0%
RKT vs B
+66.1%
-82.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.4% | -0.5% |
| 7D | +10.3% | +11.3% | -1.0% | +6.6% |
| 30D | +32.3% | +2.9% | +29.4% | +30.7% |
| 3M | +10.7% | -2.9% | +13.6% | +11.2% |
| 6M | -3.2% | -1.2% | -2.0% | -4.0% |
| YTD | -21.5% | -1.3% | -20.2% | -21.9% |
| 1Y | -6.0% | +30.4% | -36.4% | -13.4% |
| 3Y | +104.2% | +195.3% | -91.1% | +39.8% |
| 5Y | +2.5% | +146.2% | -143.7% | -28.4% |
| All | -16.0% | +66.1% | -82.0% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 10y: compounded portfolio wealth divided by compounded B 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…
10y analysis · Full analysis span regression · 6 months rolling