-15.4%
RKT vs CI
+18.7%
-34.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.5% | -7.4% | -5.3% |
| 7D | +4.6% | +2.6% | +2.0% | +4.2% |
| 30D | +25.9% | +7.3% | +18.5% | +24.7% |
| 3M | +5.0% | +9.5% | -4.5% | +3.9% |
| 6M | -7.9% | +6.4% | -14.3% | -9.1% |
| YTD | -25.4% | +12.0% | -37.4% | -28.7% |
| 1Y | -15.4% | +20.1% | -35.5% | -24.9% |
| All | -15.4% | +18.7% | -34.1% | -24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling