-23.6%
RKT vs BR
+39.5%
-63.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -0.2% |
| 7D | +6.0% | -5.9% | +11.9% | +10.1% |
| 30D | +0.7% | +1.9% | -1.2% | -0.7% |
| 3M | +11.8% | +14.7% | -2.8% | +2.0% |
| 6M | -7.6% | -12.8% | +5.1% | +0.1% |
| YTD | -28.7% | -23.0% | -5.6% | -16.2% |
| 1Y | -32.6% | -31.7% | -0.9% | -13.5% |
| 3Y | +42.1% | -4.8% | +46.9% | +39.0% |
| 5Y | -7.2% | +7.8% | -15.0% | -21.8% |
| All | -23.6% | +39.5% | -63.1% | -47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling