-11.4%
RKT vs CARR
+8.3%
-19.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -1.0% |
| 7D | -6.3% | -3.8% | -2.5% | -4.0% |
| 30D | -6.2% | -8.9% | +2.7% | -0.5% |
| 3M | -1.9% | -17.3% | +15.5% | +9.9% |
| 6M | -13.0% | -1.4% | -11.6% | -13.5% |
| YTD | -31.9% | +10.0% | -41.9% | -37.0% |
| 1Y | -37.6% | -6.4% | -31.2% | -36.4% |
| 3Y | +36.8% | +1.5% | +35.3% | +23.3% |
| All | -11.4% | +8.3% | -19.8% | -36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling