-7.2%
RKT vs DRI
+70.3%
-77.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -0.8% |
| 7D | +6.0% | -1.2% | +7.2% | +6.7% |
| 30D | +0.7% | -0.4% | +1.0% | +0.5% |
| 3M | +11.8% | +9.5% | +2.3% | +5.8% |
| 6M | -7.6% | +6.5% | -14.1% | -11.3% |
| YTD | -28.7% | +18.4% | -47.1% | -35.8% |
| 1Y | -32.6% | +4.2% | -36.8% | -35.2% |
| 3Y | +42.1% | +57.1% | -15.0% | +3.2% |
| 5Y | -7.2% | +70.4% | -77.6% | -39.8% |
| All | -7.2% | +70.3% | -77.5% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling