+95.3%
RKT vs COMP
+353.8%
-258.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +10.7% | -9.1% | -2.7% |
| 7D | +17.7% | +13.4% | +4.2% | +11.6% |
| 30D | +31.6% | +11.1% | +20.5% | +25.6% |
| 3M | +13.9% | -18.8% | +32.8% | +23.0% |
| 6M | +2.8% | +10.5% | -7.7% | -1.7% |
| YTD | -22.2% | -3.4% | -18.8% | -23.3% |
| 1Y | -3.5% | +19.7% | -23.2% | -12.0% |
| 3Y | +95.3% | +381.6% | -286.3% | -13.4% |
| All | +95.3% | +353.8% | -258.5% | -13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling