-24.1%
RKT vs CHRW
+63.5%
-87.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -9.0% | +7.3% | -16.2% | -11.3% |
| 30D | +30.2% | -3.6% | +33.8% | +31.5% |
| 3M | -8.8% | -9.6% | +0.7% | -6.3% |
| 6M | -0.9% | -17.0% | +16.1% | +3.2% |
| YTD | -29.2% | -15.4% | -13.8% | -27.2% |
| 1Y | -20.1% | -10.0% | -10.1% | -19.6% |
| 3Y | +81.3% | +82.2% | -0.8% | +26.5% |
| 5Y | -6.6% | +59.4% | -66.0% | -30.6% |
| All | -24.1% | +63.5% | -87.7% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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