-15.4%
RKT vs COMP
+16.2%
-31.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -7.4% | +2.5% | -1.2% |
| 7D | +4.6% | +7.2% | -2.6% | +0.5% |
| 30D | +25.9% | +6.4% | +19.5% | +21.0% |
| 3M | +5.0% | -19.4% | +24.5% | +15.6% |
| 6M | -7.9% | +14.6% | -22.5% | -14.6% |
| YTD | -25.4% | -5.5% | -19.9% | -23.2% |
| 1Y | -15.4% | +13.7% | -29.1% | -24.2% |
| All | -15.4% | +16.2% | -31.6% | -24.2% |
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