-22.2%
RKT vs DBX
+48.8%
-71.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.1% |
| 7D | +2.1% | -2.4% | +4.5% | +3.3% |
| 30D | +1.4% | -0.5% | +1.9% | +1.7% |
| 3M | +6.3% | +28.1% | -21.8% | -4.6% |
| 6M | -15.5% | +33.1% | -48.5% | -26.2% |
| YTD | -27.4% | +25.3% | -52.7% | -35.0% |
| 1Y | -26.6% | +18.3% | -44.9% | -33.0% |
| 3Y | +41.2% | +25.0% | +16.2% | +18.2% |
| 5Y | -6.4% | +7.5% | -13.9% | -22.0% |
| All | -22.2% | +48.8% | -71.1% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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