-24.1%
RKT vs CHD
+27.4%
-51.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.5% |
| 7D | -9.0% | +3.6% | -12.6% | -10.2% |
| 30D | +30.2% | +10.4% | +19.8% | +25.7% |
| 3M | -8.8% | +12.2% | -21.0% | -12.5% |
| 6M | -0.9% | +19.9% | -20.9% | -7.1% |
| YTD | -29.2% | +36.4% | -65.6% | -36.5% |
| 1Y | -20.1% | +35.1% | -55.2% | -28.1% |
| 3Y | +81.3% | +29.2% | +52.1% | +61.8% |
| 5Y | -6.6% | +33.4% | -40.0% | -21.9% |
| All | -24.1% | +27.4% | -51.6% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 10y: compounded portfolio wealth divided by compounded CHD 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…
10y analysis · Full analysis span regression · 6 months rolling