-24.1%
RKT vs BAX
-64.0%
+39.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.3% | -2.8% | -4.2% |
| 7D | -7.5% | +0.4% | -7.8% | -7.6% |
| 30D | +26.6% | +3.4% | +23.2% | +24.6% |
| 3M | -2.4% | -4.5% | +2.0% | -1.0% |
| 6M | -7.4% | +44.0% | -51.4% | -19.9% |
| YTD | -29.2% | +34.9% | -64.1% | -37.9% |
| 1Y | -23.5% | +37.9% | -61.4% | -33.5% |
| 3Y | +73.9% | -17.1% | +91.0% | +74.6% |
| 5Y | -6.6% | -64.3% | +57.7% | +24.4% |
| All | -24.1% | -64.0% | +39.9% | +4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling