-27.1%
RKT vs CARR
+122.5%
-149.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.9% |
| 7D | -6.3% | -3.8% | -2.5% | -4.2% |
| 30D | -6.2% | -8.9% | +2.7% | -1.1% |
| 3M | -1.9% | -17.3% | +15.5% | +8.8% |
| 6M | -13.0% | -1.4% | -11.6% | -13.3% |
| YTD | -31.9% | +10.0% | -41.9% | -36.3% |
| 1Y | -37.6% | -6.4% | -31.2% | -36.4% |
| 3Y | +36.8% | +1.5% | +35.3% | +27.1% |
| 5Y | -9.7% | +9.3% | -19.0% | -28.1% |
| All | -27.1% | +122.5% | -149.6% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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