-22.2%
RKT vs CRL
+31.6%
-53.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.5% | -0.4% |
| 7D | +2.1% | -1.0% | +3.1% | +2.6% |
| 30D | +1.4% | +10.7% | -9.2% | -3.0% |
| 3M | +6.3% | +55.3% | -49.0% | -13.0% |
| 6M | -15.5% | +60.7% | -76.1% | -32.8% |
| YTD | -27.4% | +44.6% | -72.0% | -39.8% |
| 1Y | -26.6% | +77.7% | -104.3% | -45.0% |
| 3Y | +41.2% | +37.6% | +3.6% | +13.6% |
| 5Y | -6.4% | -35.8% | +29.4% | -2.9% |
| All | -22.2% | +31.6% | -53.8% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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