-6.6%
RKT vs CAPR
+192.6%
-199.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -8.7% | +3.7% | -4.9% |
| 7D | -7.5% | +19.1% | -26.6% | -7.8% |
| 30D | +26.6% | +48.8% | -22.2% | +25.7% |
| 3M | -2.4% | +144.4% | -146.8% | -4.1% |
| 6M | -7.4% | -67.5% | +60.1% | -6.9% |
| YTD | -29.2% | -64.5% | +35.3% | -29.1% |
| 1Y | -23.5% | +74.4% | -98.0% | -28.4% |
| 3Y | +73.9% | +265.7% | -191.8% | +30.5% |
| 5Y | -6.6% | +196.0% | -202.6% | -38.2% |
| All | -6.6% | +192.6% | -199.2% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling