-22.2%
RKT vs B
+75.8%
-98.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.4% |
| 7D | +2.1% | -1.6% | +3.7% | +2.7% |
| 30D | +1.4% | +9.4% | -8.0% | -1.6% |
| 3M | +6.3% | +5.0% | +1.3% | +4.0% |
| 6M | -15.5% | -3.5% | -11.9% | -15.3% |
| YTD | -27.4% | +4.5% | -31.8% | -28.7% |
| 1Y | -26.6% | +67.8% | -94.4% | -37.7% |
| 3Y | +41.2% | +196.7% | -155.5% | -3.3% |
| 5Y | -6.4% | +151.9% | -158.3% | -34.8% |
| All | -22.2% | +75.8% | -98.0% | -45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling