-23.6%
RKT vs CARR
+128.9%
-152.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.2% |
| 7D | +6.0% | +3.2% | +2.7% | +4.1% |
| 30D | +0.7% | -7.7% | +8.3% | +5.3% |
| 3M | +11.8% | -11.9% | +23.7% | +19.9% |
| 6M | -7.6% | +2.0% | -9.7% | -9.7% |
| YTD | -28.7% | +13.2% | -41.8% | -34.3% |
| 1Y | -32.6% | -8.5% | -24.0% | -30.4% |
| 3Y | +42.1% | +5.0% | +37.1% | +29.6% |
| 5Y | -7.2% | +12.0% | -19.1% | -27.1% |
| All | -23.6% | +128.9% | -152.5% | -64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling