-22.2%
RKT vs BUD
+61.1%
-83.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | +2.1% | +0.3% | +1.8% | +2.0% |
| 30D | +1.4% | -5.7% | +7.1% | +3.8% |
| 3M | +6.3% | +3.1% | +3.2% | +4.7% |
| 6M | -15.5% | +7.9% | -23.3% | -18.1% |
| YTD | -27.4% | +27.3% | -54.7% | -34.1% |
| 1Y | -26.6% | +37.8% | -64.4% | -35.4% |
| 3Y | +41.2% | +49.8% | -8.6% | +18.6% |
| 5Y | -6.4% | +43.8% | -50.3% | -22.6% |
| All | -22.2% | +61.1% | -83.3% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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