-20.1%
RKT vs CL
+49.5%
-69.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -3.8% | -0.8% | -3.0% | -3.5% |
| 30D | +32.8% | +9.5% | +23.3% | +28.7% |
| 3M | +0.8% | +6.8% | -5.9% | -1.5% |
| 6M | -2.6% | +14.3% | -16.9% | -7.3% |
| YTD | -25.4% | +27.0% | -52.4% | -31.8% |
| 1Y | -19.1% | +26.3% | -45.4% | -25.9% |
| 3Y | +83.2% | +39.3% | +43.9% | +62.4% |
| 5Y | +0.8% | +41.5% | -40.7% | -12.0% |
| All | -20.1% | +49.5% | -69.6% | -39.4% |
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