-24.1%
RKT vs DT
+6.4%
-30.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.5% | -6.5% | -5.5% |
| 7D | -7.5% | +2.7% | -10.2% | -8.3% |
| 30D | +26.6% | -30.4% | +56.9% | +41.2% |
| 3M | -2.4% | -9.4% | +7.0% | -1.0% |
| 6M | -7.4% | +14.5% | -21.9% | -14.2% |
| YTD | -29.2% | +3.6% | -32.8% | -33.1% |
| 1Y | -23.5% | -3.4% | -20.1% | -25.8% |
| 3Y | +73.9% | -11.1% | +85.0% | +69.1% |
| 5Y | -6.6% | -39.5% | +32.8% | -6.3% |
| All | -24.1% | +6.4% | -30.6% | -34.7% |
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