-23.6%
RKT vs CL
+34.1%
-57.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | +6.0% | -1.4% | +7.3% | +6.5% |
| 30D | +0.7% | -5.2% | +5.9% | +2.6% |
| 3M | +11.8% | +3.3% | +8.5% | +10.3% |
| 6M | -7.6% | -4.4% | -3.3% | -6.5% |
| YTD | -28.7% | +13.9% | -42.6% | -32.2% |
| 1Y | -32.6% | +7.6% | -40.2% | -34.6% |
| 3Y | +42.1% | +29.6% | +12.5% | +29.3% |
| 5Y | -7.2% | +28.1% | -35.2% | -16.0% |
| All | -23.6% | +34.1% | -57.7% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 10y: compounded portfolio wealth divided by compounded CL 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…
10y analysis · Full analysis span regression · 6 months rolling