-6.9%
RKT vs CHYM
-24.0%
+17.2%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.4% | +3.7% | -0.5% |
| 7D | -7.2% | -2.9% | -4.3% | -6.7% |
| 30D | -7.9% | +3.0% | -10.9% | -8.6% |
| 3M | +5.2% | +98.7% | -93.5% | -12.2% |
| 6M | -14.9% | +46.4% | -61.3% | -25.0% |
| YTD | -31.9% | +29.8% | -61.7% | -39.4% |
| 1Y | -36.9% | +40.5% | -77.3% | -45.8% |
| All | -6.9% | -24.0% | +17.2% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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