-19.5%
RKT vs GD
+6.2%
-25.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -3.8% | +0.6% | -4.4% | -4.1% |
| 30D | +32.8% | +9.5% | +23.4% | +27.7% |
| 3M | +0.8% | -5.8% | +6.7% | +3.2% |
| 6M | -2.6% | +7.7% | -10.4% | -7.3% |
| YTD | -25.4% | +11.1% | -36.5% | -29.3% |
| All | -19.5% | +6.2% | -25.7% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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