+81.3%
RKT vs DRI
+68.2%
+13.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | -9.0% | +1.1% | -10.0% | -9.4% |
| 30D | +30.2% | +9.7% | +20.5% | +25.5% |
| 3M | -8.8% | +3.2% | -12.0% | -10.1% |
| 6M | -0.9% | +20.6% | -21.5% | -8.6% |
| YTD | -29.2% | +28.3% | -57.4% | -36.3% |
| 1Y | -20.1% | +34.5% | -54.6% | -29.5% |
| 3Y | +81.3% | +66.5% | +14.8% | +26.9% |
| All | +81.3% | +68.2% | +13.1% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling