-24.1%
RKT vs DLR
+39.7%
-63.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +1.0% |
| 7D | -9.0% | +3.3% | -12.3% | -10.6% |
| 30D | +30.2% | +4.6% | +25.6% | +26.6% |
| 3M | -8.8% | -8.3% | -0.6% | -5.2% |
| 6M | -0.9% | -5.6% | +4.7% | +0.6% |
| YTD | -29.2% | +18.7% | -47.9% | -36.6% |
| 1Y | -20.1% | +17.1% | -37.2% | -28.0% |
| 3Y | +81.3% | +54.4% | +27.0% | +32.3% |
| 5Y | -6.6% | +36.5% | -43.1% | -31.1% |
| All | -24.1% | +39.7% | -63.8% | -39.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling