-6.3%
RKT vs DOC
-24.5%
+18.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | +0.4% |
| 7D | +2.1% | -1.5% | +3.6% | +3.4% |
| 30D | +1.4% | -4.8% | +6.2% | +5.5% |
| 3M | +6.3% | +6.9% | -0.6% | +0.2% |
| 6M | -15.5% | +20.7% | -36.2% | -28.7% |
| YTD | -27.4% | +34.1% | -61.5% | -45.0% |
| 1Y | -26.6% | +22.6% | -49.2% | -39.7% |
| 3Y | +41.2% | +20.8% | +20.4% | +15.5% |
| All | -6.3% | -24.5% | +18.3% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling