-24.1%
RKT vs D
+11.7%
-35.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -9.0% | -1.4% | -7.6% | -8.3% |
| 30D | +30.2% | +7.7% | +22.5% | +25.6% |
| 3M | -8.8% | -0.3% | -8.6% | -8.6% |
| 6M | -0.9% | +10.1% | -11.0% | -5.7% |
| YTD | -29.2% | +19.1% | -48.3% | -35.4% |
| 1Y | -20.1% | +15.9% | -36.0% | -26.2% |
| 3Y | +81.3% | +75.0% | +6.3% | +32.2% |
| 5Y | -6.6% | +13.4% | -20.0% | -15.3% |
| All | -24.1% | +11.7% | -35.8% | -30.7% |
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