-10.4%
RKT vs COMP
+23.8%
-34.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +7.7% | +1.0% | +4.8% |
| 7D | +29.7% | +9.5% | +20.2% | +23.9% |
| 30D | +28.5% | +8.1% | +20.4% | +23.3% |
| 3M | +6.4% | -16.3% | +22.7% | +15.4% |
| 6M | +7.1% | +42.2% | -35.1% | -9.9% |
| YTD | -22.5% | -5.0% | -17.5% | -20.1% |
| 1Y | -10.4% | +20.1% | -30.5% | -21.1% |
| All | -10.4% | +23.8% | -34.2% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling