-22.2%
RKT vs D
+8.7%
-30.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.4% |
| 7D | +2.1% | +0.4% | +1.7% | +1.9% |
| 30D | +1.4% | -3.6% | +5.0% | +3.4% |
| 3M | +6.3% | -1.0% | +7.3% | +6.9% |
| 6M | -15.5% | +6.3% | -21.7% | -18.3% |
| YTD | -27.4% | +14.7% | -42.1% | -32.6% |
| 1Y | -26.6% | +16.9% | -43.5% | -32.8% |
| 3Y | +41.2% | +56.8% | -15.6% | +8.1% |
| 5Y | -6.4% | +5.2% | -11.6% | -12.6% |
| All | -22.2% | +8.7% | -30.9% | -27.9% |
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