-27.1%
RKT vs DT
+21.0%
-48.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | -6.3% | -1.6% | -4.7% | -5.8% |
| 30D | -6.2% | +3.0% | -9.2% | -7.3% |
| 3M | -1.9% | +26.5% | -28.4% | -10.1% |
| 6M | -13.0% | +35.9% | -48.9% | -23.3% |
| YTD | -31.9% | +17.8% | -49.8% | -37.4% |
| 1Y | -37.6% | +4.1% | -41.6% | -39.8% |
| 3Y | +36.8% | +5.3% | +31.5% | +27.5% |
| 5Y | -9.7% | -27.2% | +17.4% | -13.3% |
| All | -27.1% | +21.0% | -48.1% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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