-27.2%
RKT vs COMP
-51.7%
+24.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -0.9% |
| 7D | -3.8% | +2.2% | -6.0% | -4.8% |
| 30D | +32.8% | +16.3% | +16.5% | +26.2% |
| 3M | +0.8% | -19.1% | +20.0% | +7.3% |
| 6M | -2.6% | +17.1% | -19.8% | -7.5% |
| YTD | -25.4% | -2.9% | -22.5% | -26.2% |
| 1Y | -19.1% | +8.8% | -27.9% | -22.7% |
| 3Y | +83.2% | +423.5% | -340.3% | +5.4% |
| 5Y | +0.8% | -10.5% | +11.3% | -20.5% |
| All | -27.2% | -51.7% | +24.6% | -35.7% |
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