-16.7%
RKT vs CI
+88.4%
-105.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.2% | +2.2% |
| 7D | +17.7% | -1.6% | +19.2% | +18.1% |
| 30D | +31.6% | +5.4% | +26.2% | +30.1% |
| 3M | +13.9% | +7.3% | +6.7% | +12.0% |
| 6M | +2.8% | +5.3% | -2.5% | +1.0% |
| YTD | -22.2% | +8.5% | -30.7% | -24.4% |
| 1Y | -3.5% | +17.1% | -20.6% | -8.0% |
| 3Y | +95.3% | +1.4% | +93.9% | +89.4% |
| 5Y | -0.4% | +50.5% | -50.9% | -17.0% |
| All | -16.7% | +88.4% | -105.1% | -38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling