-20.0%
RKT vs CHRW
+56.9%
-76.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | +4.6% | -3.4% | +8.0% | +5.9% |
| 30D | +25.9% | -9.4% | +35.2% | +30.1% |
| 3M | +5.0% | -12.6% | +17.7% | +9.3% |
| 6M | -7.9% | -24.2% | +16.3% | -0.7% |
| YTD | -25.4% | -18.9% | -6.5% | -22.1% |
| 1Y | -15.4% | -13.7% | -1.7% | -13.6% |
| 3Y | +83.3% | +72.6% | +10.7% | +30.8% |
| 5Y | -0.8% | +55.6% | -56.4% | -25.7% |
| All | -20.0% | +56.9% | -76.9% | -51.8% |
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