-16.9%
RKT vs DOC
+4.9%
-21.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +3.1% | +5.6% | +6.2% |
| 7D | +29.7% | +8.7% | +21.0% | +21.8% |
| 30D | +28.5% | +7.6% | +20.9% | +21.5% |
| 3M | +6.4% | -5.3% | +11.6% | +10.9% |
| 6M | +7.1% | +27.6% | -20.5% | -13.4% |
| YTD | -22.5% | +32.4% | -54.9% | -39.8% |
| 1Y | -10.4% | +22.9% | -33.3% | -25.7% |
| 3Y | +83.8% | +43.1% | +40.7% | +33.6% |
| 5Y | -4.4% | -21.4% | +17.0% | +6.2% |
| All | -16.9% | +4.9% | -21.9% | -26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling