-11.4%
RKT vs GNRC
-58.7%
+47.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -1.2% |
| 7D | -6.3% | -0.2% | -6.1% | -6.2% |
| 30D | -6.2% | -15.7% | +9.5% | -0.4% |
| 3M | -1.9% | -27.3% | +25.5% | +8.9% |
| 6M | -13.0% | -12.1% | -0.9% | -11.3% |
| YTD | -31.9% | +37.1% | -69.0% | -43.1% |
| 1Y | -37.6% | -0.5% | -37.1% | -41.2% |
| 3Y | +36.8% | +61.5% | -24.7% | +1.8% |
| All | -11.4% | -58.7% | +47.3% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 5y: compounded portfolio wealth divided by compounded GNRC 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…
5y analysis · Full analysis span regression · 6 months rolling