-24.1%
RKT vs DOW
+10.6%
-34.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -9.0% | +5.2% | -14.2% | -10.5% |
| 30D | +30.2% | +13.2% | +17.0% | +24.7% |
| 3M | -8.8% | +10.1% | -18.9% | -12.2% |
| 6M | -0.9% | -13.1% | +12.1% | +2.6% |
| YTD | -29.2% | +46.1% | -75.3% | -44.1% |
| 1Y | -20.1% | +50.0% | -70.1% | -37.7% |
| 3Y | +81.3% | -20.2% | +101.6% | +90.6% |
| 5Y | -6.6% | -27.7% | +21.1% | +3.1% |
| All | -24.1% | +10.6% | -34.7% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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