-16.0%
RKT vs CB
+218.6%
-234.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | +10.3% | -1.5% | +11.8% | +10.6% |
| 30D | +32.3% | +6.5% | +25.8% | +31.1% |
| 3M | +10.7% | +4.1% | +6.6% | +10.0% |
| 6M | -3.2% | +14.4% | -17.6% | -5.5% |
| YTD | -21.5% | +17.5% | -39.0% | -23.9% |
| 1Y | -6.0% | +27.5% | -33.6% | -10.3% |
| 3Y | +104.2% | +71.6% | +32.6% | +80.6% |
| 5Y | +2.5% | +100.6% | -98.1% | -13.6% |
| All | -16.0% | +218.6% | -234.6% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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