-26.6%
RKT vs GAP
+1.5%
-28.1%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | +2.1% | -4.5% | +6.6% | +3.8% |
| 30D | +1.4% | +9.0% | -7.6% | -2.5% |
| 3M | +6.3% | +5.0% | +1.3% | +3.8% |
| 6M | -15.5% | -17.8% | +2.4% | -11.2% |
| YTD | -27.4% | -10.4% | -17.0% | -26.9% |
| 1Y | -26.6% | -3.4% | -23.2% | -29.3% |
| All | -26.6% | +1.5% | -28.1% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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