-20.0%
RKT vs D
+12.9%
-32.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.2% | -5.1% | -5.0% |
| 7D | +4.6% | +2.4% | +2.3% | +3.4% |
| 30D | +25.9% | +10.9% | +15.0% | +19.5% |
| 3M | +5.0% | +2.8% | +2.2% | +3.7% |
| 6M | -7.9% | +12.7% | -20.6% | -13.5% |
| YTD | -25.4% | +20.3% | -45.7% | -32.3% |
| 1Y | -15.4% | +17.1% | -32.5% | -22.3% |
| 3Y | +83.3% | +75.1% | +8.2% | +33.5% |
| 5Y | -0.8% | +13.1% | -13.9% | -10.3% |
| All | -20.0% | +12.9% | -32.9% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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