-27.1%
RKT vs GWRE
+18.2%
-45.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | -6.3% | -13.2% | +7.0% | -1.6% |
| 30D | -6.2% | -18.6% | +12.4% | -0.7% |
| 3M | -1.9% | +18.9% | -20.8% | -10.2% |
| 6M | -13.0% | -11.0% | -2.1% | -13.3% |
| YTD | -31.9% | -29.9% | -2.0% | -25.9% |
| 1Y | -37.6% | -44.3% | +6.8% | -24.8% |
| 3Y | +36.8% | +51.7% | -14.9% | -12.3% |
| 5Y | -9.7% | +15.4% | -25.2% | -39.1% |
| All | -27.1% | +18.2% | -45.3% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 10y: compounded portfolio wealth divided by compounded GWRE 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…
10y analysis · Full analysis span regression · 6 months rolling