-25.7%
RKT vs BLK
+114.2%
-139.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.6% | -1.0% |
| 7D | -1.0% | -2.7% | +1.7% | +1.3% |
| 30D | -2.4% | -4.8% | +2.4% | +1.7% |
| 3M | +1.9% | +6.5% | -4.6% | -3.8% |
| 6M | -13.9% | +13.2% | -27.0% | -22.2% |
| YTD | -30.6% | +1.8% | -32.4% | -32.1% |
| 1Y | -34.4% | -1.0% | -33.4% | -34.6% |
| 3Y | +38.2% | +66.0% | -27.8% | -12.5% |
| 5Y | -9.7% | +31.2% | -40.9% | -34.7% |
| All | -25.7% | +114.2% | -139.9% | -66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling