-23.6%
RKT vs CB
+194.2%
-217.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.3% | -1.6% |
| 7D | +6.0% | -0.6% | +6.6% | +6.1% |
| 30D | +0.7% | -3.9% | +4.6% | +1.2% |
| 3M | +11.8% | +4.9% | +6.9% | +10.7% |
| 6M | -7.6% | +3.3% | -10.9% | -8.3% |
| YTD | -28.7% | +8.5% | -37.2% | -30.0% |
| 1Y | -32.6% | +22.1% | -54.6% | -35.4% |
| 3Y | +42.1% | +70.1% | -28.0% | +24.9% |
| 5Y | -7.2% | +97.4% | -104.5% | -21.4% |
| All | -23.6% | +194.2% | -217.8% | -37.9% |
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