-20.1%
RKT vs BAX
+38.8%
-58.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -9.0% | +0.1% | -9.0% | -9.0% |
| 30D | +30.2% | +4.1% | +26.1% | +26.8% |
| 3M | -8.8% | -4.5% | -4.3% | -6.9% |
| 6M | -0.9% | +49.2% | -50.2% | -22.5% |
| YTD | -29.2% | +35.2% | -64.4% | -45.2% |
| 1Y | -20.1% | +38.3% | -58.3% | -39.8% |
| All | -20.1% | +38.8% | -58.9% | -39.8% |
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