-27.1%
RKT vs BLK
+115.7%
-142.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -1.4% |
| 7D | -6.3% | -3.3% | -3.0% | -3.6% |
| 30D | -6.2% | -6.5% | +0.3% | -0.8% |
| 3M | -1.9% | +6.7% | -8.6% | -7.5% |
| 6M | -13.0% | +14.7% | -27.7% | -22.3% |
| YTD | -31.9% | +2.5% | -34.4% | -33.8% |
| 1Y | -37.6% | -2.8% | -34.8% | -36.8% |
| 3Y | +36.8% | +65.9% | -29.0% | -13.3% |
| 5Y | -9.7% | +33.0% | -42.7% | -35.4% |
| All | -27.1% | +115.7% | -142.8% | -67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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