-32.6%
RKT vs CI
-8.0%
-24.6%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.5% |
| 7D | +6.0% | -2.0% | +8.0% | +6.3% |
| 30D | +0.7% | -1.8% | +2.5% | +0.9% |
| 3M | +11.8% | -4.2% | +16.1% | +12.4% |
| 6M | -7.6% | +2.7% | -10.3% | -9.1% |
| YTD | -28.7% | +1.9% | -30.6% | -29.8% |
| 1Y | -32.6% | -6.3% | -26.3% | -33.4% |
| All | -32.6% | -8.0% | -24.6% | -33.4% |
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