-16.7%
RKT vs CL
+47.3%
-64.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +2.4% |
| 7D | +17.7% | +1.3% | +16.3% | +17.2% |
| 30D | +31.6% | +11.4% | +20.3% | +26.7% |
| 3M | +13.9% | +4.4% | +9.5% | +12.2% |
| 6M | +2.8% | +10.8% | -8.0% | -1.0% |
| YTD | -22.2% | +25.1% | -47.3% | -28.4% |
| 1Y | -3.5% | +28.0% | -31.5% | -12.1% |
| 3Y | +95.3% | +37.6% | +57.7% | +74.0% |
| 5Y | -0.4% | +39.7% | -40.1% | -12.6% |
| All | -16.7% | +47.3% | -64.0% | -36.5% |
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