-23.6%
RKT vs BIL
+19.3%
-42.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.9% |
| 7D | +6.0% | +0.1% | +5.9% | +5.4% |
| 30D | +0.7% | +0.3% | +0.4% | -1.3% |
| 3M | +11.8% | +0.9% | +10.9% | +5.1% |
| 6M | -7.6% | +1.8% | -9.4% | -18.7% |
| YTD | -28.7% | +2.5% | -31.1% | -40.5% |
| 1Y | -32.6% | +3.7% | -36.3% | -49.3% |
| 3Y | +42.1% | +14.1% | +28.0% | -44.1% |
| 5Y | -7.2% | +19.4% | -26.6% | -75.8% |
| All | -23.6% | +19.3% | -42.9% | -79.8% |
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