-22.2%
RKT vs DRI
+247.0%
-269.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | +2.1% | +0.6% | +1.5% | +1.8% |
| 30D | +1.4% | +3.8% | -2.4% | -0.6% |
| 3M | +6.3% | +13.0% | -6.7% | +0.1% |
| 6M | -15.5% | +8.3% | -23.8% | -18.9% |
| YTD | -27.4% | +20.6% | -48.0% | -33.8% |
| 1Y | -26.6% | +6.5% | -33.0% | -29.5% |
| 3Y | +41.2% | +53.7% | -12.5% | +12.6% |
| 5Y | -6.4% | +72.7% | -79.1% | -30.9% |
| All | -22.2% | +247.0% | -269.2% | -55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling