-22.2%
RKT vs CHD
+10.8%
-33.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +2.1% | -2.7% | +4.8% | +3.1% |
| 30D | +1.4% | -4.6% | +6.1% | +3.1% |
| 3M | +6.3% | +5.0% | +1.2% | +4.4% |
| 6M | -15.5% | -3.2% | -12.2% | -14.6% |
| YTD | -27.4% | +18.6% | -46.0% | -31.5% |
| 1Y | -26.6% | +4.8% | -31.4% | -28.0% |
| 3Y | +41.2% | +6.1% | +35.1% | +35.4% |
| 5Y | -6.4% | +24.0% | -30.4% | -20.4% |
| All | -22.2% | +10.8% | -33.0% | -26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling