-22.2%
RKT vs CME
+120.5%
-142.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.9% | -1.1% |
| 7D | +2.1% | -1.6% | +3.7% | +2.2% |
| 30D | +1.4% | +6.2% | -4.8% | +0.7% |
| 3M | +6.3% | +10.4% | -4.1% | +4.9% |
| 6M | -15.5% | -9.5% | -5.9% | -13.7% |
| YTD | -27.4% | +6.0% | -33.4% | -28.4% |
| 1Y | -26.6% | +9.3% | -35.9% | -28.1% |
| 3Y | +41.2% | +57.7% | -16.4% | +19.9% |
| 5Y | -6.4% | +77.7% | -84.1% | -23.4% |
| All | -22.2% | +120.5% | -142.7% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 all: compounded portfolio wealth divided by compounded CME 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…
all analysis · Full analysis span regression · 6 months rolling