+18.4%
RKT vs BTSG
+493.4%
-475.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -9.0% | +6.0% | -15.0% | -10.2% |
| 30D | +30.2% | +12.4% | +17.8% | +26.6% |
| 3M | -8.8% | +18.2% | -27.1% | -12.5% |
| 6M | -0.9% | +26.0% | -27.0% | -7.0% |
| YTD | -29.2% | +90.1% | -119.3% | -39.0% |
| 1Y | -20.1% | +124.3% | -144.3% | -33.1% |
| All | +18.4% | +493.4% | -475.1% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 3y: compounded portfolio wealth divided by compounded BTSG 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…
3y analysis · Full analysis span regression · 6 months rolling