+81.3%
RKT vs CLF
-20.4%
+101.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.5% | -5.0% |
| 7D | -7.5% | +16.0% | -23.5% | -9.8% |
| 30D | +26.6% | +1.6% | +25.0% | +25.0% |
| 3M | -2.4% | +6.7% | -9.1% | -4.9% |
| 6M | -7.4% | +21.1% | -28.5% | -12.5% |
| YTD | -29.2% | -1.6% | -27.6% | -31.6% |
| 1Y | -23.5% | +18.5% | -42.0% | -28.8% |
| All | +81.3% | -20.4% | +101.7% | +72.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling