-25.7%
RKT vs DG
-29.7%
+4.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.6% | -0.2% | -2.1% |
| 7D | -1.0% | -4.8% | +3.9% | +0.3% |
| 30D | -2.4% | +1.8% | -4.2% | -2.9% |
| 3M | +1.9% | +14.5% | -12.6% | -1.4% |
| 6M | -13.9% | -13.6% | -0.3% | -11.4% |
| YTD | -30.6% | -4.8% | -25.8% | -30.1% |
| 1Y | -34.4% | +21.6% | -55.9% | -37.4% |
| 3Y | +38.2% | +4.5% | +33.7% | +31.1% |
| 5Y | -9.7% | -38.5% | +28.8% | -0.5% |
| All | -25.7% | -29.7% | +4.0% | -26.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling