-23.6%
RKT vs BTG
-9.4%
-14.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.1% |
| 7D | +6.0% | +4.8% | +1.2% | +4.8% |
| 30D | +0.7% | +8.3% | -7.7% | -1.4% |
| 3M | +11.8% | +32.3% | -20.5% | +3.3% |
| 6M | -7.6% | +3.0% | -10.6% | -9.6% |
| YTD | -28.7% | +21.9% | -50.6% | -33.1% |
| 1Y | -32.6% | +28.2% | -60.7% | -38.3% |
| 3Y | +42.1% | +99.9% | -57.8% | +12.5% |
| 5Y | -7.2% | +73.6% | -80.7% | -26.7% |
| All | -23.6% | -9.4% | -14.2% | -38.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling