-23.6%
RKT vs BDX
-2.9%
-20.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -0.4% |
| 7D | +6.0% | -4.3% | +10.3% | +8.0% |
| 30D | +0.7% | +1.3% | -0.6% | 0.0% |
| 3M | +11.8% | +20.2% | -8.4% | +3.1% |
| 6M | -7.6% | +8.6% | -16.2% | -11.2% |
| YTD | -28.7% | +19.0% | -47.6% | -34.4% |
| 1Y | -32.6% | +21.2% | -53.7% | -38.5% |
| 3Y | +42.1% | -9.7% | +51.8% | +44.8% |
| 5Y | -7.2% | -3.4% | -3.8% | -9.8% |
| All | -23.6% | -2.9% | -20.7% | -24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling