+81.3%
RKT vs CLX
-6.4%
+87.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.6% |
| 7D | -9.0% | +9.5% | -18.5% | -13.6% |
| 30D | +30.2% | +30.7% | -0.5% | +12.2% |
| 3M | -8.8% | +4.2% | -13.1% | -11.6% |
| 6M | -0.9% | +22.1% | -23.1% | -11.2% |
| YTD | -29.2% | +14.1% | -43.3% | -35.8% |
| 1Y | -20.1% | +10.3% | -30.4% | -26.2% |
| 3Y | +81.3% | -7.8% | +89.1% | +74.4% |
| All | +81.3% | -6.4% | +87.7% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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