-20.1%
RKT vs BBWI
+20.1%
-40.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -3.8% | -7.7% | +3.9% | -1.5% |
| 30D | +32.8% | +24.8% | +8.1% | +24.1% |
| 3M | +0.8% | +16.2% | -15.4% | -4.8% |
| 6M | -2.6% | +15.8% | -18.4% | -8.0% |
| YTD | -25.4% | +11.4% | -36.8% | -29.4% |
| 1Y | -19.1% | +3.2% | -22.3% | -22.8% |
| 3Y | +83.2% | -23.5% | +106.7% | +84.4% |
| 5Y | +0.8% | -67.4% | +68.2% | +14.5% |
| All | -20.1% | +20.1% | -40.2% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling