+2.8%
RKT vs CI
+7.4%
-4.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.2% | +1.8% |
| 7D | +17.7% | -1.6% | +19.2% | +17.7% |
| 30D | +31.6% | +5.4% | +26.2% | +32.7% |
| 3M | +13.9% | +7.3% | +6.7% | +15.4% |
| 6M | +2.8% | +5.3% | -2.5% | +4.3% |
| All | +2.8% | +7.4% | -4.6% | +4.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling