-35.7%
RKT vs BAX
+0.1%
-35.8%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -1.8% |
| 7D | -1.0% | -5.1% | +4.1% | +1.7% |
| 30D | -2.4% | -12.2% | +9.8% | +4.2% |
| 3M | +1.9% | +21.8% | -19.9% | -8.5% |
| 6M | -13.9% | +36.3% | -50.2% | -26.8% |
| YTD | -30.6% | +27.8% | -58.4% | -40.7% |
| All | -35.7% | +0.1% | -35.8% | -42.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling