-34.4%
RKT vs CHRW
+21.7%
-56.0%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.8% |
| 7D | -1.0% | +4.1% | -5.0% | -2.0% |
| 30D | -2.4% | +1.9% | -4.3% | -3.0% |
| 3M | +1.9% | -21.2% | +23.1% | +7.4% |
| 6M | -13.9% | -16.7% | +2.8% | -11.3% |
| YTD | -30.6% | -5.4% | -25.3% | -30.1% |
| 1Y | -34.4% | +21.2% | -55.5% | -35.7% |
| All | -34.4% | +21.7% | -56.0% | -35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling