-16.7%
RKT vs D
+13.3%
-29.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.4% |
| 7D | +17.7% | +3.0% | +14.7% | +16.0% |
| 30D | +31.6% | +11.5% | +20.2% | +24.7% |
| 3M | +13.9% | +3.7% | +10.2% | +12.0% |
| 6M | +2.8% | +13.5% | -10.7% | -3.7% |
| YTD | -22.2% | +20.7% | -42.9% | -29.5% |
| 1Y | -3.5% | +18.2% | -21.8% | -11.9% |
| 3Y | +95.3% | +73.3% | +22.0% | +43.1% |
| 5Y | -0.4% | +12.3% | -12.7% | -9.8% |
| All | -16.7% | +13.3% | -29.9% | -24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling