-27.1%
RKT vs BR
+38.7%
-65.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | -6.3% | -3.0% | -3.3% | -4.5% |
| 30D | -6.2% | -0.3% | -5.9% | -6.1% |
| 3M | -1.9% | +17.3% | -19.2% | -11.8% |
| 6M | -13.0% | -6.7% | -6.3% | -9.8% |
| YTD | -31.9% | -23.4% | -8.5% | -19.8% |
| 1Y | -37.6% | -32.7% | -4.9% | -19.1% |
| 3Y | +36.8% | -5.9% | +42.7% | +35.0% |
| 5Y | -9.7% | +8.4% | -18.2% | -24.0% |
| All | -27.1% | +38.7% | -65.8% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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