-7.2%
RKT vs BN
+35.3%
-42.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | +0.3% |
| 7D | +6.0% | -1.2% | +7.2% | +7.0% |
| 30D | +0.7% | -10.9% | +11.6% | +10.6% |
| 3M | +11.8% | -11.1% | +22.9% | +23.3% |
| 6M | -7.6% | -4.4% | -3.3% | -3.0% |
| YTD | -28.7% | -14.1% | -14.5% | -18.9% |
| 1Y | -32.6% | -11.1% | -21.5% | -25.6% |
| 3Y | +42.1% | +75.6% | -33.5% | -14.3% |
| 5Y | -7.2% | +35.8% | -42.9% | -32.8% |
| All | -7.2% | +35.3% | -42.5% | -32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling