+92.2%
RKT vs COMP
+309.8%
-217.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.2% | +6.9% | +2.0% |
| 7D | +24.3% | -1.8% | +26.1% | +25.0% |
| 30D | +27.9% | -0.8% | +28.6% | +28.0% |
| 3M | +6.9% | -28.1% | +35.1% | +21.5% |
| 6M | +5.2% | +27.0% | -21.8% | -5.0% |
| YTD | -23.5% | -12.8% | -10.7% | -21.2% |
| 1Y | -9.1% | +4.9% | -14.0% | -12.5% |
| All | +92.2% | +309.8% | -217.6% | -11.0% |
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