-7.2%
RKT vs DLR
+35.6%
-42.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.1% |
| 7D | +6.0% | +3.4% | +2.6% | +4.0% |
| 30D | +0.7% | -2.2% | +2.9% | +1.8% |
| 3M | +11.8% | +4.7% | +7.1% | +7.4% |
| 6M | -7.6% | +9.0% | -16.6% | -12.7% |
| YTD | -28.7% | +24.1% | -52.8% | -37.7% |
| 1Y | -32.6% | +20.9% | -53.5% | -40.6% |
| 3Y | +42.1% | +60.0% | -17.9% | -0.5% |
| 5Y | -7.2% | +35.3% | -42.4% | -37.8% |
| All | -7.2% | +35.6% | -42.8% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling