-22.2%
RKT vs CDW
+42.7%
-64.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.7% |
| 7D | +2.1% | +3.2% | -1.1% | +0.7% |
| 30D | +1.4% | +9.3% | -7.8% | -2.6% |
| 3M | +6.3% | +9.8% | -3.5% | +1.1% |
| 6M | -15.5% | +23.3% | -38.8% | -26.4% |
| YTD | -27.4% | +13.7% | -41.0% | -34.3% |
| 1Y | -26.6% | -6.5% | -20.1% | -26.5% |
| 3Y | +41.2% | -25.2% | +66.5% | +56.2% |
| 5Y | -6.4% | -19.5% | +13.1% | -6.5% |
| All | -22.2% | +42.7% | -64.9% | -46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling