-22.2%
RKT vs BEN
+110.6%
-132.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.6% | -3.3% |
| 7D | +2.1% | +0.2% | +1.9% | +1.9% |
| 30D | +1.4% | -0.5% | +2.0% | +1.8% |
| 3M | +6.3% | +9.7% | -3.4% | +0.1% |
| 6M | -15.5% | +33.9% | -49.4% | -29.5% |
| YTD | -27.4% | +49.0% | -76.4% | -43.5% |
| 1Y | -26.6% | +42.1% | -68.7% | -41.5% |
| 3Y | +41.2% | +51.9% | -10.6% | +7.9% |
| 5Y | -6.4% | +39.0% | -45.5% | -27.7% |
| All | -22.2% | +110.6% | -132.8% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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