+95.3%
RKT vs CDW
-21.8%
+117.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.9% |
| 7D | +17.7% | +2.1% | +15.6% | +16.9% |
| 30D | +31.6% | +14.7% | +16.9% | +26.3% |
| 3M | +13.9% | +11.1% | +2.8% | +9.9% |
| 6M | +2.8% | +45.6% | -42.8% | -8.7% |
| YTD | -22.2% | +17.1% | -39.3% | -27.4% |
| 1Y | -3.5% | +13.2% | -16.7% | -8.6% |
| 3Y | +95.3% | -22.2% | +117.5% | +75.8% |
| All | +95.3% | -21.8% | +117.0% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 3y: compounded portfolio wealth divided by compounded CDW 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…
3y analysis · Full analysis span regression · 6 months rolling