-20.1%
RKT vs BAX
-63.2%
+43.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -3.8% | -0.6% | -3.2% | -3.6% |
| 30D | +32.8% | +6.3% | +26.5% | +29.4% |
| 3M | +0.8% | -4.6% | +5.4% | +2.3% |
| 6M | -2.6% | +50.4% | -53.0% | -17.3% |
| YTD | -25.4% | +38.0% | -63.4% | -35.2% |
| 1Y | -19.1% | +44.6% | -63.7% | -30.8% |
| 3Y | +83.2% | -15.1% | +98.3% | +82.2% |
| 5Y | +0.8% | -63.3% | +64.1% | +33.1% |
| All | -20.1% | -63.2% | +43.1% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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