-22.2%
RKT vs DOW
-1.5%
-20.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -0.1% |
| 7D | +2.1% | -2.4% | +4.5% | +2.8% |
| 30D | +1.4% | +0.4% | +1.1% | +0.9% |
| 3M | +6.3% | -14.4% | +20.7% | +10.8% |
| 6M | -15.5% | -7.0% | -8.5% | -18.1% |
| YTD | -27.4% | +30.2% | -57.6% | -40.2% |
| 1Y | -26.6% | +29.2% | -55.8% | -39.9% |
| 3Y | +41.2% | -36.7% | +77.9% | +64.4% |
| 5Y | -6.4% | -37.7% | +31.3% | +8.5% |
| All | -22.2% | -1.5% | -20.8% | -27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling