-7.1%
RKT vs DG
-37.9%
+30.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.2% | -0.7% |
| 7D | +6.0% | -2.5% | +8.4% | +6.7% |
| 30D | +0.7% | +1.0% | -0.4% | +0.3% |
| 3M | +11.8% | +20.3% | -8.5% | +6.7% |
| 6M | -7.6% | -11.7% | +4.1% | -5.5% |
| YTD | -28.7% | -2.3% | -26.3% | -28.6% |
| 1Y | -32.6% | +20.0% | -52.6% | -35.7% |
| 3Y | +42.1% | +7.2% | +34.9% | +33.5% |
| All | -7.1% | -37.9% | +30.8% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling