-23.4%
RKT vs COMP
-49.2%
+25.8%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.7% | -4.8% | -0.9% |
| 7D | +10.3% | +14.5% | -4.2% | +5.4% |
| 30D | +32.3% | +14.9% | +17.4% | +26.2% |
| 3M | +10.7% | -14.2% | +24.9% | +15.7% |
| 6M | -3.2% | +23.7% | -26.9% | -9.6% |
| YTD | -21.5% | +2.1% | -23.6% | -23.6% |
| 1Y | -6.0% | +26.2% | -32.2% | -14.0% |
| 3Y | +104.2% | +470.9% | -366.7% | +14.6% |
| 5Y | +2.5% | -14.0% | +16.5% | -18.6% |
| All | -23.4% | -49.2% | +25.8% | -33.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling