+81.3%
RKT vs CL
+38.4%
+42.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.1% | -5.0% | -5.0% |
| 7D | -7.5% | -0.8% | -6.7% | -7.2% |
| 30D | +26.6% | +9.5% | +17.1% | +22.4% |
| 3M | -2.4% | +6.6% | -9.1% | -4.8% |
| 6M | -7.4% | +13.2% | -20.6% | -11.7% |
| YTD | -29.2% | +26.9% | -56.0% | -35.4% |
| 1Y | -23.5% | +27.6% | -51.1% | -30.5% |
| All | +81.3% | +38.4% | +42.9% | +72.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling