+1.7%
RKT vs CB
+101.1%
-99.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.0% |
| 7D | +17.7% | +0.2% | +17.4% | +17.6% |
| 30D | +31.6% | +9.1% | +22.6% | +29.6% |
| 3M | +13.9% | +3.4% | +10.5% | +13.2% |
| 6M | +2.8% | +14.1% | -11.3% | -0.1% |
| YTD | -22.2% | +18.0% | -40.2% | -25.2% |
| 1Y | -3.5% | +30.1% | -33.7% | -9.5% |
| 3Y | +95.3% | +71.8% | +23.5% | +64.4% |
| All | +1.7% | +101.1% | -99.5% | -23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling