-9.7%
RKT vs BTG
+75.0%
-84.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.1% |
| 7D | -7.2% | -5.5% | -1.8% | -5.9% |
| 30D | -7.9% | +6.1% | -14.0% | -9.3% |
| 3M | +5.2% | +38.6% | -33.5% | -3.8% |
| 6M | -14.9% | +0.7% | -15.6% | -16.3% |
| YTD | -31.9% | +20.3% | -52.2% | -35.8% |
| 1Y | -36.9% | +25.0% | -61.9% | -41.8% |
| 3Y | +35.7% | +97.3% | -61.6% | +8.3% |
| 5Y | -9.7% | +78.3% | -88.0% | -29.1% |
| All | -9.7% | +75.0% | -84.7% | -29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling