+42.1%
RKT vs BBWI
-44.4%
+86.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -0.7% |
| 7D | +6.0% | +1.6% | +4.4% | +5.4% |
| 30D | +0.7% | -6.2% | +6.9% | +2.1% |
| 3M | +11.8% | +4.3% | +7.5% | +9.6% |
| 6M | -7.6% | -7.2% | -0.5% | -6.6% |
| YTD | -28.7% | -3.0% | -25.6% | -29.3% |
| 1Y | -32.6% | -30.8% | -1.8% | -26.1% |
| 3Y | +42.1% | -43.4% | +85.5% | +45.1% |
| All | +42.1% | -44.4% | +86.5% | +45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling