-20.1%
RKT vs BTI
+18.0%
-38.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.5% |
| 7D | -9.0% | +1.6% | -10.6% | -9.6% |
| 30D | +30.2% | +9.2% | +21.0% | +26.0% |
| 3M | -8.8% | +9.6% | -18.5% | -11.9% |
| 6M | -0.9% | -2.4% | +1.5% | +0.6% |
| YTD | -29.2% | +14.2% | -43.4% | -34.8% |
| 1Y | -20.1% | +20.3% | -40.4% | -30.4% |
| All | -20.1% | +18.0% | -38.1% | -30.4% |
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 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