-27.0%
RKT vs BTI
+158.0%
-185.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.1% |
| 7D | -7.2% | -2.0% | -5.3% | -6.6% |
| 30D | -7.9% | -3.4% | -4.5% | -6.8% |
| 3M | +5.2% | -9.0% | +14.2% | +8.4% |
| 6M | -14.9% | -5.0% | -9.9% | -13.7% |
| YTD | -31.9% | -0.3% | -31.5% | -32.2% |
| 1Y | -36.9% | +3.1% | -40.0% | -37.9% |
| 3Y | +35.7% | +111.0% | -75.2% | +1.4% |
| 5Y | -9.7% | +117.0% | -126.7% | -32.5% |
| All | -27.0% | +158.0% | -185.0% | -52.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling