-27.1%
RKT vs DTE
+64.6%
-91.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.7% |
| 7D | -6.3% | -2.6% | -3.7% | -4.8% |
| 30D | -6.2% | -4.4% | -1.8% | -3.7% |
| 3M | -1.9% | -8.3% | +6.5% | +3.0% |
| 6M | -13.0% | -8.1% | -4.9% | -8.9% |
| YTD | -31.9% | +4.4% | -36.3% | -34.0% |
| 1Y | -37.6% | +0.2% | -37.7% | -38.0% |
| 3Y | +36.8% | +42.6% | -5.8% | +11.1% |
| 5Y | -9.7% | +31.5% | -41.2% | -23.5% |
| All | -27.1% | +64.6% | -91.7% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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