-25.7%
RKT vs CHTR
-77.5%
+51.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -8.1% | +5.4% | -0.2% |
| 7D | -1.0% | -15.8% | +14.8% | +4.3% |
| 30D | -2.4% | -12.7% | +10.3% | +1.4% |
| 3M | +1.9% | -1.1% | +3.0% | +1.1% |
| 6M | -13.9% | -39.9% | +26.1% | -2.4% |
| YTD | -30.6% | -35.9% | +5.2% | -23.6% |
| 1Y | -34.4% | -49.2% | +14.8% | -21.6% |
| 3Y | +38.2% | -68.3% | +106.5% | +88.0% |
| 5Y | -9.7% | -83.0% | +73.3% | +36.3% |
| All | -25.7% | -77.5% | +51.8% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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