-11.4%
RKT vs BNY
+256.6%
-268.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -6.3% | -1.3% | -4.9% | -5.5% |
| 30D | -6.2% | -0.2% | -6.0% | -6.2% |
| 3M | -1.9% | +14.9% | -16.8% | -11.2% |
| 6M | -13.0% | +40.0% | -53.0% | -30.8% |
| YTD | -31.9% | +42.0% | -73.9% | -46.3% |
| 1Y | -37.6% | +56.9% | -94.4% | -53.8% |
| 3Y | +36.8% | +289.9% | -253.1% | -47.9% |
| All | -11.4% | +256.6% | -268.0% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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