-22.2%
RKT vs BN
+141.7%
-163.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.9% | -0.9% |
| 7D | +2.1% | -2.5% | +4.6% | +4.1% |
| 30D | +1.4% | -9.5% | +10.9% | +9.5% |
| 3M | +6.3% | -10.4% | +16.7% | +15.8% |
| 6M | -15.5% | -6.4% | -9.1% | -10.1% |
| YTD | -27.4% | -11.9% | -15.5% | -19.6% |
| 1Y | -26.6% | -8.6% | -18.0% | -21.0% |
| 3Y | +41.2% | +77.6% | -36.3% | -10.0% |
| 5Y | -6.4% | +37.0% | -43.5% | -30.1% |
| All | -22.2% | +141.7% | -163.9% | -56.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling