-11.4%
RKT vs DGX
+66.8%
-78.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.9% |
| 7D | -6.3% | -0.9% | -5.4% | -5.8% |
| 30D | -6.2% | -1.2% | -5.0% | -5.6% |
| 3M | -1.9% | +15.8% | -17.6% | -9.4% |
| 6M | -13.0% | +18.2% | -31.2% | -20.8% |
| YTD | -31.9% | +37.2% | -69.1% | -43.4% |
| 1Y | -37.6% | +30.4% | -67.9% | -46.6% |
| 3Y | +36.8% | +96.7% | -59.9% | -8.8% |
| All | -11.4% | +66.8% | -78.2% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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