-10.4%
RKT vs BTI
+24.7%
-35.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +3.4% | +5.3% | +7.2% |
| 7D | +29.7% | +5.3% | +24.4% | +27.1% |
| 30D | +28.5% | +19.1% | +9.4% | +20.1% |
| 3M | +6.4% | +6.5% | -0.1% | +3.7% |
| 6M | +7.1% | +9.4% | -2.3% | +2.0% |
| YTD | -22.5% | +14.4% | -36.9% | -29.2% |
| 1Y | -10.4% | +23.9% | -34.3% | -26.5% |
| All | -10.4% | +24.7% | -35.1% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 1y: compounded portfolio wealth divided by compounded BTI 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…
1y analysis · Full analysis span regression · 6 months rolling