+91.1%
RKT vs GAP
+77.9%
+13.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.2% | -3.7% | -4.6% |
| 7D | +4.6% | -0.1% | +4.7% | +4.6% |
| 30D | +25.9% | -5.4% | +31.3% | +27.4% |
| 3M | +5.0% | +2.9% | +2.1% | +3.6% |
| 6M | -7.9% | -4.4% | -3.5% | -7.9% |
| YTD | -25.4% | -11.6% | -13.8% | -24.4% |
| 1Y | -15.4% | -6.0% | -9.4% | -15.3% |
| All | +91.1% | +77.9% | +13.3% | +73.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling