-13.9%
RKT vs DGX
+19.8%
-33.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.7% | -2.7% |
| 7D | -1.0% | -2.2% | +1.3% | -0.5% |
| 30D | -2.4% | -0.9% | -1.5% | -2.2% |
| 3M | +1.9% | +15.6% | -13.7% | -1.0% |
| 6M | -13.9% | +17.8% | -31.6% | -15.7% |
| All | -13.9% | +19.8% | -33.6% | -15.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling