-20.1%
RKT vs CHRW
-11.0%
-9.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -9.0% | +7.3% | -16.2% | -11.1% |
| 30D | +30.2% | -3.6% | +33.8% | +31.4% |
| 3M | -8.8% | -9.6% | +0.7% | -6.6% |
| 6M | -0.9% | -17.0% | +16.1% | +0.4% |
| YTD | -29.2% | -15.4% | -13.8% | -38.8% |
| 1Y | -20.1% | -10.0% | -10.1% | -36.8% |
| All | -20.1% | -11.0% | -9.0% | -36.8% |
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 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