-25.7%
RKT vs GNRC
+6.0%
-31.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -2.1% |
| 7D | -1.0% | +3.2% | -4.1% | -2.0% |
| 30D | -2.4% | -9.5% | +7.1% | +0.8% |
| 3M | +1.9% | -28.5% | +30.4% | +13.3% |
| 6M | -13.9% | -10.0% | -3.9% | -12.9% |
| YTD | -30.6% | +36.7% | -67.4% | -41.2% |
| 1Y | -34.4% | +2.6% | -36.9% | -38.5% |
| 3Y | +38.2% | +61.9% | -23.7% | +5.4% |
| 5Y | -9.7% | -59.0% | +49.4% | -2.8% |
| All | -25.7% | +6.0% | -31.7% | -55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling