-11.1%
RKT vs CL
+27.9%
-39.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.6% | +0.3% |
| 7D | +10.3% | +0.5% | +9.8% | +10.0% |
| 30D | +32.3% | +11.6% | +20.7% | +28.1% |
| 3M | +10.7% | +5.6% | +5.1% | +8.7% |
| 6M | -3.2% | +13.2% | -16.3% | -6.5% |
| YTD | -21.5% | +26.9% | -48.5% | -19.9% |
| All | -11.1% | +27.9% | -39.0% | -9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling