-25.7%
RKT vs DGX
+108.2%
-133.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.7% | -2.7% |
| 7D | -1.0% | -2.2% | +1.3% | +0.1% |
| 30D | -2.4% | -0.9% | -1.5% | -1.9% |
| 3M | +1.9% | +15.6% | -13.7% | -5.3% |
| 6M | -13.9% | +17.8% | -31.6% | -20.9% |
| YTD | -30.6% | +37.5% | -68.1% | -41.5% |
| 1Y | -34.4% | +31.2% | -65.5% | -43.4% |
| 3Y | +38.2% | +96.6% | -58.4% | -3.7% |
| 5Y | -9.7% | +64.9% | -74.6% | -35.2% |
| All | -25.7% | +108.2% | -133.9% | -49.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling