-5.5%
RKT vs BP
+125.7%
-131.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.7% | -1.2% |
| 7D | +2.1% | +3.9% | -1.8% | +1.9% |
| 30D | +1.4% | +7.6% | -6.2% | +1.0% |
| 3M | +6.3% | +0.7% | +5.6% | +6.4% |
| 6M | -15.5% | +15.5% | -30.9% | -17.9% |
| YTD | -27.4% | +30.8% | -58.2% | -31.3% |
| 1Y | -26.6% | +34.3% | -60.9% | -31.0% |
| 3Y | +41.2% | +35.1% | +6.2% | +31.5% |
| All | -5.5% | +125.7% | -131.2% | -26.5% |
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