-6.6%
RKT vs CHD
+30.9%
-37.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.3% | -4.8% | -5.0% |
| 7D | -7.5% | +0.4% | -7.8% | -7.6% |
| 30D | +26.6% | +11.6% | +15.0% | +22.1% |
| 3M | -2.4% | +10.7% | -13.1% | -5.7% |
| 6M | -7.4% | +20.2% | -27.6% | -12.7% |
| YTD | -29.2% | +34.5% | -63.7% | -35.5% |
| 1Y | -23.5% | +32.6% | -56.1% | -30.1% |
| 3Y | +73.9% | +29.1% | +44.8% | +56.7% |
| 5Y | -6.6% | +31.5% | -38.1% | -18.9% |
| All | -6.6% | +30.9% | -37.5% | -18.9% |
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