+1.7%
RKT vs BP
+103.6%
-101.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.6% |
| 7D | +17.7% | -11.6% | +29.3% | +17.9% |
| 30D | +31.6% | 0.0% | +31.6% | +31.3% |
| 3M | +13.9% | +6.7% | +7.2% | +13.2% |
| 6M | +2.8% | +2.2% | +0.6% | +2.4% |
| YTD | -22.2% | +33.0% | -55.2% | -26.7% |
| 1Y | -3.5% | +30.7% | -34.2% | -8.8% |
| 3Y | +95.3% | +44.2% | +51.1% | +79.0% |
| All | +1.7% | +103.6% | -101.9% | -20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling