-9.7%
RKT vs DOW
-35.8%
+26.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.6% |
| 7D | -1.0% | -6.0% | +5.1% | +1.0% |
| 30D | -2.4% | -2.7% | +0.3% | -1.8% |
| 3M | +1.9% | -10.5% | +12.4% | +4.7% |
| 6M | -13.9% | -12.4% | -1.4% | -14.3% |
| YTD | -30.6% | +30.0% | -60.7% | -44.2% |
| 1Y | -34.4% | +27.8% | -62.2% | -47.2% |
| 3Y | +38.2% | -34.9% | +73.1% | +67.1% |
| 5Y | -9.7% | -35.9% | +26.2% | +11.1% |
| All | -9.7% | -35.8% | +26.2% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling