+104.2%
RKT vs CG
+52.0%
+52.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.6% | -5.7% | -2.3% |
| 7D | +10.3% | +3.0% | +7.3% | +8.6% |
| 30D | +32.3% | +10.1% | +22.2% | +26.1% |
| 3M | +10.7% | -10.8% | +21.5% | +16.8% |
| 6M | -3.2% | -15.2% | +12.0% | +4.5% |
| YTD | -21.5% | -26.9% | +5.4% | -10.0% |
| 1Y | -6.0% | -17.0% | +11.0% | +2.6% |
| 3Y | +104.2% | +54.6% | +49.6% | -0.9% |
| All | +104.2% | +52.0% | +52.2% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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