+42.1%
RKT vs DG
+10.3%
+31.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.2% | -0.9% |
| 7D | +6.0% | -2.5% | +8.4% | +6.6% |
| 30D | +0.7% | +1.0% | -0.4% | +0.3% |
| 3M | +11.8% | +20.3% | -8.5% | +7.4% |
| 6M | -7.6% | -11.7% | +4.1% | -6.4% |
| YTD | -28.7% | -2.3% | -26.3% | -28.7% |
| 1Y | -32.6% | +20.0% | -52.6% | -35.0% |
| 3Y | +42.1% | +7.2% | +34.9% | +34.4% |
| All | +42.1% | +10.3% | +31.8% | +34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling