-25.2%
RKT vs COMP
-56.6%
+31.4%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.2% | +6.9% | +1.3% |
| 7D | +24.3% | -1.8% | +26.1% | +24.9% |
| 30D | +27.9% | -0.8% | +28.6% | +28.0% |
| 3M | +6.9% | -28.1% | +35.1% | +18.4% |
| 6M | +5.2% | +27.0% | -21.8% | -2.9% |
| YTD | -23.5% | -12.8% | -10.7% | -21.5% |
| 1Y | -9.1% | +4.9% | -14.0% | -11.7% |
| 3Y | +81.5% | +321.0% | -239.5% | +11.4% |
| 5Y | -2.0% | -25.6% | +23.6% | -18.3% |
| All | -25.2% | -56.6% | +31.4% | -31.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling