-5.4%
RKT vs COMP
-10.9%
+5.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.5% |
| 7D | -9.0% | 0.0% | -9.0% | -9.0% |
| 30D | +30.2% | +16.6% | +13.6% | +23.6% |
| 3M | -8.8% | -23.5% | +14.7% | -1.3% |
| 6M | -0.9% | +25.7% | -26.7% | -7.8% |
| YTD | -29.2% | -3.4% | -25.8% | -29.9% |
| 1Y | -20.1% | +7.6% | -27.6% | -23.3% |
| 3Y | +81.3% | +423.6% | -342.3% | +4.2% |
| All | -5.4% | -10.9% | +5.5% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling