+36.9%
RKT vs BDX
-10.7%
+47.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.0% |
| 7D | -7.2% | -5.4% | -1.8% | -5.0% |
| 30D | -7.9% | -2.2% | -5.7% | -7.1% |
| 3M | +5.2% | +20.1% | -14.9% | -3.1% |
| 6M | -14.9% | +9.1% | -24.0% | -18.5% |
| YTD | -31.9% | +17.9% | -49.8% | -37.2% |
| 1Y | -36.9% | +22.1% | -59.0% | -42.7% |
| All | +36.9% | -10.7% | +47.6% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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