-14.8%
RKT vs BTDR
+19.6%
-34.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -0.3% |
| 7D | -6.3% | -3.4% | -2.9% | -6.0% |
| 30D | -6.2% | +32.6% | -38.8% | -8.1% |
| 3M | -1.9% | -32.2% | +30.4% | -0.1% |
| 6M | -13.0% | +52.4% | -65.4% | -16.4% |
| YTD | -31.9% | +6.7% | -38.6% | -33.4% |
| 1Y | -37.6% | -15.2% | -22.3% | -39.1% |
| 3Y | +36.8% | +14.9% | +21.9% | +14.7% |
| 5Y | -9.7% | +20.8% | -30.5% | -31.3% |
| All | -14.8% | +19.6% | -34.4% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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