-20.1%
RKT vs CB
+224.7%
-244.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | -3.8% | -1.0% | -2.8% | -3.6% |
| 30D | +32.8% | +7.3% | +25.5% | +31.4% |
| 3M | +0.8% | +7.0% | -6.2% | -0.2% |
| 6M | -2.6% | +16.3% | -19.0% | -5.2% |
| YTD | -25.4% | +19.7% | -45.1% | -27.9% |
| 1Y | -19.1% | +27.8% | -46.9% | -22.8% |
| 3Y | +83.2% | +72.0% | +11.2% | +62.1% |
| 5Y | +0.8% | +104.9% | -104.0% | -15.3% |
| All | -20.1% | +224.7% | -244.8% | -36.0% |
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