-11.4%
RKT vs CELH
-10.8%
-0.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.5% |
| 7D | -6.3% | -11.2% | +5.0% | -4.1% |
| 30D | -6.2% | -1.4% | -4.7% | -6.0% |
| 3M | -1.9% | -4.2% | +2.3% | -1.7% |
| 6M | -13.0% | -40.5% | +27.5% | -5.2% |
| YTD | -31.9% | -40.5% | +8.6% | -26.0% |
| 1Y | -37.6% | -53.0% | +15.4% | -29.9% |
| 3Y | +36.8% | -59.1% | +95.9% | +48.8% |
| All | -11.4% | -10.8% | -0.6% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 CELH 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