-16.0%
RKT vs CLF
+117.8%
-133.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.0% | -6.1% | -0.5% |
| 7D | +10.3% | -14.1% | +24.4% | +13.1% |
| 30D | +32.3% | -5.5% | +37.9% | +32.4% |
| 3M | +10.7% | 0.0% | +10.7% | +8.9% |
| 6M | -3.2% | +11.3% | -14.4% | -7.9% |
| YTD | -21.5% | -7.7% | -13.9% | -23.6% |
| 1Y | -6.0% | +17.5% | -23.5% | -13.2% |
| 3Y | +104.2% | -25.4% | +129.6% | +96.3% |
| 5Y | +2.5% | -46.0% | +48.5% | +1.6% |
| All | -16.0% | +117.8% | -133.7% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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