-9.7%
RKT vs CHD
+19.3%
-29.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.3% |
| 7D | -1.0% | -4.2% | +3.2% | +0.4% |
| 30D | -2.4% | -7.6% | +5.2% | +0.1% |
| 3M | +1.9% | -1.6% | +3.5% | +2.4% |
| 6M | -13.9% | -6.3% | -7.5% | -12.2% |
| YTD | -30.6% | +14.6% | -45.2% | -33.4% |
| 1Y | -34.4% | +1.6% | -36.0% | -34.8% |
| 3Y | +38.2% | +3.1% | +35.0% | +34.4% |
| 5Y | -9.7% | +21.1% | -30.7% | -19.9% |
| All | -9.7% | +19.3% | -29.0% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling