-22.2%
RKT vs CB
+198.6%
-220.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.8% |
| 7D | +2.1% | +0.5% | +1.6% | +2.0% |
| 30D | +1.4% | -3.1% | +4.5% | +1.9% |
| 3M | +6.3% | +9.0% | -2.7% | +4.5% |
| 6M | -15.5% | +2.9% | -18.3% | -16.0% |
| YTD | -27.4% | +10.1% | -37.5% | -28.9% |
| 1Y | -26.6% | +22.8% | -49.4% | -29.7% |
| 3Y | +41.2% | +73.8% | -32.6% | +23.6% |
| 5Y | -6.4% | +99.2% | -105.6% | -20.9% |
| All | -22.2% | +198.6% | -220.8% | -36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling