-5.4%
RKT vs B
+107.0%
-112.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -9.0% | -7.3% | -1.6% | -6.6% |
| 30D | +30.2% | -3.3% | +33.5% | +31.4% |
| 3M | -8.8% | -7.8% | -1.1% | -6.6% |
| 6M | -0.9% | -15.5% | +14.6% | +3.8% |
| YTD | -29.2% | -12.3% | -16.9% | -26.6% |
| 1Y | -20.1% | +5.4% | -25.4% | -21.2% |
| 3Y | +81.3% | +165.5% | -84.2% | +27.9% |
| All | -5.4% | +107.0% | -112.4% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling