-23.5%
RKT vs DT
-4.5%
-19.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.5% | -6.5% | -5.2% |
| 7D | -7.5% | +2.7% | -10.2% | -7.7% |
| 30D | +26.6% | -30.4% | +56.9% | +31.0% |
| 3M | -2.4% | -9.4% | +7.0% | -3.3% |
| 6M | -7.4% | +14.5% | -21.9% | -11.2% |
| YTD | -29.2% | +3.6% | -32.8% | -28.3% |
| 1Y | -23.5% | -3.4% | -20.1% | -17.1% |
| All | -23.5% | -4.5% | -19.0% | -17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling