-22.2%
RKT vs DD
+112.8%
-135.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.3% |
| 7D | +2.1% | -3.5% | +5.6% | +4.0% |
| 30D | +1.4% | -10.3% | +11.8% | +7.4% |
| 3M | +6.3% | -7.5% | +13.8% | +10.6% |
| 6M | -15.5% | -8.0% | -7.4% | -11.8% |
| YTD | -27.4% | +10.5% | -37.8% | -31.0% |
| 1Y | -26.6% | +38.3% | -64.9% | -38.0% |
| 3Y | +41.2% | +42.5% | -1.3% | +14.9% |
| 5Y | -6.4% | +60.2% | -66.6% | -30.3% |
| All | -22.2% | +112.8% | -135.0% | -54.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling