-20.0%
RKT vs BAX
-63.1%
+43.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | +4.6% | +3.6% | +1.0% | +3.3% |
| 30D | +25.9% | +8.5% | +17.4% | +21.5% |
| 3M | +5.0% | -4.9% | +9.9% | +6.6% |
| 6M | -7.9% | +47.0% | -54.9% | -21.0% |
| YTD | -25.4% | +38.4% | -63.8% | -35.2% |
| 1Y | -15.4% | +49.1% | -64.5% | -28.4% |
| 3Y | +83.3% | -14.9% | +98.2% | +82.1% |
| 5Y | -0.8% | -63.1% | +62.3% | +30.7% |
| All | -20.0% | -63.1% | +43.0% | +8.7% |
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