-20.1%
RKT vs BN
+152.7%
-172.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.5% |
| 7D | -3.8% | -2.4% | -1.4% | -2.1% |
| 30D | +32.8% | +13.5% | +19.3% | +21.0% |
| 3M | +0.8% | -5.9% | +6.8% | +5.8% |
| 6M | -2.6% | -8.9% | +6.3% | +5.3% |
| YTD | -25.4% | -7.9% | -17.5% | -20.1% |
| 1Y | -19.1% | -8.3% | -10.8% | -12.9% |
| 3Y | +83.2% | +100.8% | -17.6% | +7.1% |
| 5Y | +0.8% | +38.2% | -37.4% | -25.6% |
| All | -20.1% | +152.7% | -172.8% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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