-27.0%
RKT vs DLR
+42.9%
-69.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -0.7% |
| 7D | -7.2% | -1.3% | -6.0% | -6.6% |
| 30D | -7.9% | -2.9% | -5.0% | -6.5% |
| 3M | +5.2% | +3.2% | +2.0% | +2.0% |
| 6M | -14.9% | +3.9% | -18.8% | -17.1% |
| YTD | -31.9% | +21.4% | -53.3% | -39.2% |
| 1Y | -36.9% | +9.7% | -46.6% | -40.7% |
| 3Y | +35.7% | +56.5% | -20.8% | -0.6% |
| 5Y | -9.7% | +41.5% | -51.2% | -34.0% |
| All | -27.0% | +42.9% | -69.9% | -41.7% |
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