+81.3%
RKT vs DD
+88.8%
-7.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.3% |
| 7D | -9.0% | +5.0% | -13.9% | -11.2% |
| 30D | +30.2% | +19.7% | +10.5% | +18.7% |
| 3M | -8.8% | +7.2% | -16.0% | -12.3% |
| 6M | -0.9% | +1.0% | -2.0% | -2.1% |
| YTD | -29.2% | +29.1% | -58.3% | -37.3% |
| 1Y | -20.1% | +28.5% | -48.5% | -29.1% |
| 3Y | +81.3% | +89.4% | -8.1% | +7.0% |
| All | +81.3% | +88.8% | -7.5% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 3y: compounded portfolio wealth divided by compounded DD 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…
3y analysis · Full analysis span regression · 6 months rolling