+45.1%
RKT vs COMP
+215.9%
-170.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.7% | -1.3% |
| 7D | +2.1% | +1.4% | +0.7% | +1.6% |
| 30D | +1.4% | -13.3% | +14.8% | +7.4% |
| 3M | +6.3% | +41.1% | -34.8% | -6.5% |
| 6M | -15.5% | +17.2% | -32.6% | -21.7% |
| YTD | -27.4% | +5.2% | -32.6% | -30.4% |
| 1Y | -26.6% | +18.9% | -45.5% | -33.2% |
| All | +45.1% | +215.9% | -170.8% | -29.7% |
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 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