-26.6%
RKT vs DLR
+19.9%
-46.5%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.3% |
| 7D | +2.1% | +1.6% | +0.5% | +1.4% |
| 30D | +1.4% | -3.4% | +4.8% | +3.0% |
| 3M | +6.3% | +0.5% | +5.8% | +5.0% |
| 6M | -15.5% | +4.6% | -20.0% | -17.5% |
| YTD | -27.4% | +23.4% | -50.8% | -33.4% |
| 1Y | -26.6% | +19.0% | -45.6% | -30.0% |
| All | -26.6% | +19.9% | -46.5% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 1y: compounded portfolio wealth divided by compounded DLR 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…
1y analysis · Full analysis span regression · 6 months rolling