-22.2%
RKT vs BB
+59.4%
-81.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +2.1% | -5.6% | +7.7% | +3.4% |
| 30D | +1.4% | -11.8% | +13.2% | +4.2% |
| 3M | +6.3% | -25.5% | +31.8% | +11.6% |
| 6M | -15.5% | +121.3% | -136.7% | -31.8% |
| YTD | -27.4% | +103.2% | -130.5% | -40.3% |
| 1Y | -26.6% | +102.6% | -129.2% | -40.3% |
| 3Y | +41.2% | +37.5% | +3.7% | +17.0% |
| 5Y | -6.4% | -30.4% | +24.0% | -14.9% |
| All | -22.2% | +59.4% | -81.6% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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