-27.1%
RKT vs GAP
+93.0%
-120.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -2.9% | -0.9% |
| 7D | -6.3% | -4.1% | -2.2% | -5.2% |
| 30D | -6.2% | +6.2% | -12.4% | -8.2% |
| 3M | -1.9% | -0.7% | -1.2% | -2.2% |
| 6M | -13.0% | -7.1% | -5.9% | -12.0% |
| YTD | -31.9% | -14.1% | -17.9% | -30.1% |
| 1Y | -37.6% | -8.5% | -29.1% | -37.1% |
| 3Y | +36.8% | +115.4% | -78.5% | -1.0% |
| 5Y | -9.7% | +9.8% | -19.6% | -30.0% |
| All | -27.1% | +93.0% | -120.0% | -57.2% |
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