-20.0%
RKT vs BIL
+19.7%
-39.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | +4.6% | +0.1% | +4.6% | +4.6% |
| 30D | +25.9% | 0.0% | +25.9% | +24.3% |
| 3M | +5.0% | +0.6% | +4.4% | -0.6% |
| 6M | -7.9% | +1.5% | -9.4% | -18.3% |
| YTD | -25.4% | +2.8% | -28.1% | -40.0% |
| 1Y | -15.4% | +3.3% | -18.7% | -34.9% |
| 3Y | +83.3% | +13.4% | +69.9% | -27.5% |
| 5Y | -0.8% | +19.8% | -20.6% | -75.1% |
| All | -20.0% | +19.7% | -39.8% | -79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 10y: compounded portfolio wealth divided by compounded BIL 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…
10y analysis · Full analysis span regression · 6 months rolling