-16.0%
RKT vs CAPR
+24.5%
-40.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.4% | -8.6% | +0.7% |
| 7D | +10.3% | +36.0% | -25.7% | +9.7% |
| 30D | +32.3% | +25.8% | +6.5% | +31.7% |
| 3M | +10.7% | +140.8% | -130.1% | +8.7% |
| 6M | -3.2% | -67.6% | +64.4% | -2.6% |
| YTD | -21.5% | -65.9% | +44.3% | -21.3% |
| 1Y | -6.0% | +66.1% | -72.1% | -12.3% |
| 3Y | +104.2% | +256.9% | -152.7% | +61.6% |
| 5Y | +2.5% | +172.1% | -169.6% | -21.4% |
| All | -16.0% | +24.5% | -40.5% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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