-27.0%
RKT vs CHRW
+85.4%
-112.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.3% |
| 7D | -7.2% | +4.4% | -11.6% | -8.7% |
| 30D | -7.9% | +5.5% | -13.4% | -9.8% |
| 3M | +5.2% | -17.3% | +22.4% | +11.1% |
| 6M | -14.9% | -12.7% | -2.2% | -12.2% |
| YTD | -31.9% | -4.1% | -27.7% | -32.5% |
| 1Y | -36.9% | +21.2% | -58.1% | -43.3% |
| 3Y | +35.7% | +88.9% | -53.2% | -4.3% |
| 5Y | -9.7% | +93.1% | -102.8% | -37.5% |
| All | -27.0% | +85.4% | -112.4% | -58.2% |
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