+81.3%
RKT vs GME
+106.8%
-25.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | -9.0% | +2.9% | -11.9% | -9.2% |
| 30D | +30.2% | -4.8% | +35.0% | +30.8% |
| 3M | -8.8% | +39.2% | -48.0% | -11.7% |
| 6M | -0.9% | +17.1% | -18.0% | -2.7% |
| YTD | -29.2% | +28.7% | -57.9% | -31.1% |
| 1Y | -20.1% | +23.3% | -43.4% | -22.0% |
| 3Y | +81.3% | +112.9% | -31.6% | +44.6% |
| All | +81.3% | +106.8% | -25.5% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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