-25.7%
RKT vs DRI
+235.0%
-260.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.1% | -2.0% |
| 7D | -1.0% | -4.8% | +3.9% | +1.3% |
| 30D | -2.4% | -3.9% | +1.5% | -0.9% |
| 3M | +1.9% | +5.1% | -3.2% | -0.8% |
| 6M | -13.9% | +5.5% | -19.4% | -16.3% |
| YTD | -30.6% | +16.5% | -47.1% | -35.8% |
| 1Y | -34.4% | +2.0% | -36.3% | -35.7% |
| 3Y | +38.2% | +54.5% | -16.3% | +9.8% |
| 5Y | -9.7% | +66.6% | -76.2% | -32.2% |
| All | -25.7% | +235.0% | -260.7% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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