-25.7%
RKT vs BP
+169.0%
-194.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.8% | -4.5% | -2.8% |
| 7D | -1.0% | +4.0% | -4.9% | -1.1% |
| 30D | -2.4% | +7.8% | -10.2% | -2.6% |
| 3M | +1.9% | +8.4% | -6.5% | +1.7% |
| 6M | -13.9% | +15.1% | -28.9% | -15.0% |
| YTD | -30.6% | +36.4% | -67.0% | -33.0% |
| 1Y | -34.4% | +40.9% | -75.3% | -36.9% |
| 3Y | +38.2% | +38.8% | -0.7% | +32.2% |
| 5Y | -9.7% | +141.1% | -150.7% | -16.8% |
| All | -25.7% | +169.0% | -194.7% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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