-7.2%
RKT vs DD
+61.7%
-68.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | +6.0% | -0.6% | +6.6% | +6.3% |
| 30D | +0.7% | -7.4% | +8.1% | +5.4% |
| 3M | +11.8% | -6.4% | +18.3% | +16.1% |
| 6M | -7.6% | -2.5% | -5.2% | -6.4% |
| YTD | -28.7% | +10.2% | -38.9% | -32.9% |
| 1Y | -32.6% | +36.9% | -69.5% | -44.5% |
| 3Y | +42.1% | +47.0% | -4.9% | +8.2% |
| 5Y | -7.2% | +63.1% | -70.3% | -36.0% |
| All | -7.2% | +61.7% | -68.9% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling