-23.6%
RKT vs BG
+230.0%
-253.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.1% | -2.4% |
| 7D | +6.0% | +2.4% | +3.6% | +5.6% |
| 30D | +0.7% | +15.0% | -14.4% | -1.6% |
| 3M | +11.8% | -0.7% | +12.5% | +11.7% |
| 6M | -7.6% | +7.5% | -15.1% | -9.5% |
| YTD | -28.7% | +41.6% | -70.3% | -33.9% |
| 1Y | -32.6% | +50.7% | -83.2% | -38.3% |
| 3Y | +42.1% | +20.3% | +21.8% | +34.1% |
| 5Y | -7.2% | +85.2% | -92.4% | -22.6% |
| All | -23.6% | +230.0% | -253.6% | -49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling