-27.1%
RKT vs BTG
-10.2%
-16.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.2% |
| 7D | -6.3% | -3.8% | -2.5% | -5.4% |
| 30D | -6.2% | +3.6% | -9.8% | -7.1% |
| 3M | -1.9% | +32.0% | -33.9% | -9.3% |
| 6M | -13.0% | +3.4% | -16.4% | -14.9% |
| YTD | -31.9% | +20.8% | -52.7% | -36.0% |
| 1Y | -37.6% | +22.4% | -60.0% | -42.3% |
| 3Y | +36.8% | +91.7% | -54.9% | +9.5% |
| 5Y | -9.7% | +79.0% | -88.7% | -29.3% |
| All | -27.1% | -10.2% | -16.8% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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