-9.7%
RKT vs CLX
-37.0%
+27.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -1.9% |
| 7D | -1.0% | -4.9% | +4.0% | +1.1% |
| 30D | -2.4% | -15.8% | +13.4% | +4.8% |
| 3M | +1.9% | -7.9% | +9.8% | +5.6% |
| 6M | -13.9% | -19.0% | +5.2% | -6.7% |
| YTD | -30.6% | -7.9% | -22.7% | -28.9% |
| 1Y | -34.4% | -25.4% | -9.0% | -27.1% |
| 3Y | +38.2% | -35.0% | +73.2% | +59.4% |
| 5Y | -9.7% | -36.8% | +27.1% | -2.5% |
| All | -9.7% | -37.0% | +27.3% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling