-9.1%
RKT vs BTDR
+23.8%
-32.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.9% | -5.1% | -1.4% |
| 7D | +2.1% | +20.0% | -17.9% | +0.8% |
| 30D | +1.4% | +11.9% | -10.5% | +0.3% |
| 3M | +6.3% | -36.9% | +43.2% | +8.7% |
| 6M | -15.5% | +56.5% | -72.0% | -18.9% |
| YTD | -27.4% | +10.4% | -37.8% | -29.2% |
| 1Y | -26.6% | +3.1% | -29.7% | -29.2% |
| 3Y | +41.2% | -2.6% | +43.8% | +17.3% |
| 5Y | -6.4% | +25.2% | -31.6% | -29.0% |
| All | -9.1% | +23.8% | -32.9% | -30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling