-24.1%
RKT vs GAP
+90.4%
-114.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | -9.0% | -1.9% | -7.1% | -8.5% |
| 30D | +30.2% | -7.1% | +37.3% | +32.7% |
| 3M | -8.8% | +4.1% | -12.9% | -10.6% |
| 6M | -0.9% | +1.9% | -2.9% | -2.6% |
| YTD | -29.2% | -15.2% | -14.0% | -27.2% |
| 1Y | -20.1% | -10.6% | -9.4% | -18.9% |
| 3Y | +81.3% | +74.6% | +6.7% | +40.0% |
| 5Y | -6.6% | +3.7% | -10.3% | -26.9% |
| All | -24.1% | +90.4% | -114.5% | -55.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling