+36.9%
RKT vs CARR
-0.1%
+37.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -0.5% |
| 7D | -7.2% | -4.1% | -3.1% | -5.0% |
| 30D | -7.9% | -11.0% | +3.1% | -1.7% |
| 3M | +5.2% | -16.4% | +21.6% | +15.8% |
| 6M | -14.9% | -2.4% | -12.5% | -14.7% |
| YTD | -31.9% | +8.4% | -40.3% | -35.6% |
| 1Y | -36.9% | -8.0% | -28.9% | -35.2% |
| All | +36.9% | -0.1% | +37.0% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling