-27.0%
RKT vs DG
-30.6%
+3.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.5% |
| 7D | -7.2% | -6.3% | -0.9% | -5.7% |
| 30D | -7.9% | +2.4% | -10.3% | -8.5% |
| 3M | +5.2% | +12.4% | -7.2% | +2.2% |
| 6M | -14.9% | -14.9% | 0.0% | -12.2% |
| YTD | -31.9% | -6.1% | -25.8% | -31.1% |
| 1Y | -36.9% | +17.9% | -54.8% | -39.4% |
| 3Y | +35.7% | +3.1% | +32.6% | +29.2% |
| 5Y | -9.7% | -38.7% | +29.0% | -0.3% |
| All | -27.0% | -30.6% | +3.6% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded DG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling