-22.2%
RKT vs CHRW
+79.5%
-101.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.5% |
| 7D | +2.1% | -1.4% | +3.5% | +2.6% |
| 30D | +1.4% | -3.5% | +4.9% | +2.7% |
| 3M | +6.3% | -19.4% | +25.7% | +13.4% |
| 6M | -15.5% | -21.4% | +5.9% | -9.2% |
| YTD | -27.4% | -7.1% | -20.2% | -27.2% |
| 1Y | -26.6% | +17.8% | -44.4% | -33.4% |
| 3Y | +41.2% | +78.8% | -37.5% | +2.0% |
| 5Y | -6.4% | +83.5% | -89.9% | -33.9% |
| All | -22.2% | +79.5% | -101.7% | -55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling