-27.0%
RKT vs BAX
-66.2%
+39.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.4% |
| 7D | -7.2% | -5.4% | -1.8% | -5.2% |
| 30D | -7.9% | -12.4% | +4.5% | -3.0% |
| 3M | +5.2% | +19.1% | -13.9% | -2.0% |
| 6M | -14.9% | +38.6% | -53.5% | -24.9% |
| YTD | -31.9% | +26.7% | -58.6% | -38.5% |
| 1Y | -36.9% | +1.0% | -37.9% | -38.8% |
| 3Y | +35.7% | -33.9% | +69.6% | +48.7% |
| 5Y | -9.7% | -67.0% | +57.4% | +23.9% |
| All | -27.0% | -66.2% | +39.2% | +3.1% |
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