-6.3%
RKT vs D
+5.6%
-11.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | +2.1% | +1.5% | +0.6% | +1.3% |
| 30D | +1.4% | -2.6% | +4.0% | +3.0% |
| 3M | +6.3% | 0.0% | +6.3% | +6.3% |
| 6M | -15.5% | +7.4% | -22.8% | -18.9% |
| YTD | -27.4% | +15.9% | -43.2% | -33.2% |
| 1Y | -26.6% | +18.1% | -44.7% | -33.4% |
| 3Y | +41.2% | +58.4% | -17.1% | +5.3% |
| All | -6.3% | +5.6% | -11.8% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling