-7.2%
RKT vs DT
-28.6%
+21.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -0.6% |
| 7D | +6.0% | -4.9% | +10.8% | +7.9% |
| 30D | +0.7% | +2.7% | -2.0% | -0.6% |
| 3M | +11.8% | +20.0% | -8.1% | +3.7% |
| 6M | -7.6% | +28.0% | -35.7% | -17.5% |
| YTD | -28.7% | +16.0% | -44.7% | -34.4% |
| 1Y | -32.6% | +0.7% | -33.3% | -34.3% |
| 3Y | +42.1% | +6.2% | +35.9% | +30.7% |
| 5Y | -7.2% | -28.1% | +21.0% | -13.7% |
| All | -7.2% | -28.6% | +21.5% | -13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling