-25.7%
RKT vs GWRE
+19.3%
-45.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.0% | +2.2% | -1.0% |
| 7D | -1.0% | -26.2% | +25.3% | +8.9% |
| 30D | -2.4% | -17.8% | +15.4% | +2.9% |
| 3M | +1.9% | +14.2% | -12.3% | -5.3% |
| 6M | -13.9% | -12.9% | -1.0% | -13.4% |
| YTD | -30.6% | -29.2% | -1.4% | -24.8% |
| 1Y | -34.4% | -44.4% | +10.1% | -20.9% |
| 3Y | +38.2% | +51.1% | -12.9% | -11.0% |
| 5Y | -9.7% | +16.5% | -26.2% | -39.3% |
| All | -25.7% | +19.3% | -45.0% | -51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling