-27.1%
RKT vs DOW
-2.8%
-24.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.6% |
| 7D | -6.3% | -1.4% | -4.9% | -5.8% |
| 30D | -6.2% | -3.9% | -2.3% | -5.2% |
| 3M | -1.9% | -12.7% | +10.8% | +1.7% |
| 6M | -13.0% | -13.7% | +0.7% | -12.8% |
| YTD | -31.9% | +28.4% | -60.3% | -43.7% |
| 1Y | -37.6% | +21.8% | -59.3% | -47.5% |
| 3Y | +36.8% | -35.7% | +72.5% | +57.5% |
| 5Y | -9.7% | -36.8% | +27.1% | +4.3% |
| All | -27.1% | -2.8% | -24.2% | -31.6% |
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