-20.1%
RKT vs DOC
+6.0%
-26.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | 0.0% |
| 7D | -3.8% | +1.0% | -4.8% | -4.6% |
| 30D | +32.8% | +8.1% | +24.7% | +25.3% |
| 3M | +0.8% | +0.9% | -0.1% | +0.1% |
| 6M | -2.6% | +6.3% | -8.9% | -7.4% |
| YTD | -25.4% | +33.8% | -59.2% | -42.5% |
| 1Y | -19.1% | +21.6% | -40.7% | -32.3% |
| 3Y | +83.2% | +53.4% | +29.8% | +25.8% |
| 5Y | +0.8% | -21.0% | +21.8% | +11.5% |
| All | -20.1% | +6.0% | -26.1% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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