-9.7%
RKT vs BG
+88.4%
-98.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.9% |
| 7D | -7.2% | +3.7% | -11.0% | -7.7% |
| 30D | -7.9% | +12.3% | -20.2% | -9.3% |
| 3M | +5.2% | -2.2% | +7.4% | +5.5% |
| 6M | -14.9% | +5.3% | -20.2% | -16.1% |
| YTD | -31.9% | +42.4% | -74.3% | -36.4% |
| 1Y | -36.9% | +55.2% | -92.1% | -42.0% |
| 3Y | +35.7% | +21.0% | +14.8% | +28.4% |
| 5Y | -9.7% | +87.1% | -96.8% | -23.4% |
| All | -9.7% | +88.4% | -98.0% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 5y: compounded portfolio wealth divided by compounded BG 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…
5y analysis · Full analysis span regression · 6 months rolling