-7.2%
RKT vs BAX
-67.0%
+59.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +2.0% | -0.2% |
| 7D | +6.0% | -2.4% | +8.4% | +7.1% |
| 30D | +0.7% | -9.7% | +10.4% | +5.0% |
| 3M | +11.8% | +29.3% | -17.4% | +0.3% |
| 6M | -7.6% | +40.7% | -48.3% | -19.7% |
| YTD | -28.7% | +30.3% | -58.9% | -36.9% |
| 1Y | -32.6% | +3.4% | -36.0% | -35.4% |
| 3Y | +42.1% | -32.0% | +74.1% | +55.3% |
| 5Y | -7.2% | -66.9% | +59.7% | +41.3% |
| All | -7.2% | -67.0% | +59.9% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling