-11.1%
RKT vs D
+16.2%
-27.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | +10.3% | +0.8% | +9.5% | +9.8% |
| 30D | +32.3% | +10.7% | +21.6% | +26.7% |
| 3M | +10.7% | +2.3% | +8.4% | +9.1% |
| 6M | -3.2% | +12.5% | -15.7% | -6.4% |
| YTD | -21.5% | +20.1% | -41.6% | -24.5% |
| All | -11.1% | +16.2% | -27.3% | -13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling