-24.1%
RKT vs CI
+90.1%
-114.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.7% | -3.3% | -4.6% |
| 7D | -7.5% | -1.7% | -5.8% | -7.1% |
| 30D | +26.6% | +4.9% | +21.7% | +25.2% |
| 3M | -2.4% | +7.4% | -9.8% | -4.1% |
| 6M | -7.4% | +0.4% | -7.8% | -7.9% |
| YTD | -29.2% | +9.5% | -38.7% | -31.3% |
| 1Y | -23.5% | +12.0% | -35.5% | -26.3% |
| 3Y | +73.9% | +7.1% | +66.8% | +65.9% |
| 5Y | -6.6% | +49.3% | -55.9% | -22.0% |
| All | -24.1% | +90.1% | -114.3% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 10y: compounded portfolio wealth divided by compounded CI 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…
10y analysis · Full analysis span regression · 6 months rolling