-27.0%
RKT vs BNY
+431.5%
-458.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -7.2% | -1.1% | -6.2% | -6.8% |
| 30D | -7.9% | +1.4% | -9.3% | -8.6% |
| 3M | +5.2% | +16.8% | -11.6% | -3.3% |
| 6M | -14.9% | +42.0% | -56.9% | -29.0% |
| YTD | -31.9% | +41.9% | -73.8% | -43.1% |
| 1Y | -36.9% | +59.2% | -96.1% | -50.0% |
| 3Y | +35.7% | +290.9% | -255.2% | -31.7% |
| 5Y | -9.7% | +259.0% | -268.7% | -54.8% |
| All | -27.0% | +431.5% | -458.6% | -67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling