+41.6%
RKT vs CI
+7.6%
+34.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.9% |
| 7D | +2.1% | +1.3% | +0.8% | +1.9% |
| 30D | +1.4% | +4.4% | -3.0% | +0.7% |
| 3M | +6.3% | +0.7% | +5.6% | +5.8% |
| 6M | -15.5% | +0.3% | -15.8% | -15.9% |
| YTD | -27.4% | +3.8% | -31.2% | -28.3% |
| 1Y | -26.6% | -5.5% | -21.1% | -26.7% |
| All | +41.6% | +7.6% | +34.0% | +40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling