-27.1%
RKT vs CRS
+2,013.2%
-2,040.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.1% | +0.2% |
| 7D | -6.3% | -6.8% | +0.5% | -4.7% |
| 30D | -6.2% | -16.1% | +9.9% | -2.2% |
| 3M | -1.9% | -21.2% | +19.3% | +3.5% |
| 6M | -13.0% | +8.7% | -21.7% | -15.1% |
| YTD | -31.9% | +41.0% | -72.9% | -37.5% |
| 1Y | -37.6% | +82.7% | -120.2% | -46.4% |
| 3Y | +36.8% | +604.8% | -568.0% | -20.5% |
| 5Y | -9.7% | +1,384.7% | -1,394.4% | -55.8% |
| All | -27.1% | +2,013.2% | -2,040.3% | -66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling