-24.1%
RKT vs GWW
+364.3%
-388.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.5% |
| 7D | -9.0% | +3.6% | -12.5% | -10.7% |
| 30D | +30.2% | +12.1% | +18.1% | +22.7% |
| 3M | -8.8% | +12.9% | -21.7% | -14.6% |
| 6M | -0.9% | +19.3% | -20.3% | -9.9% |
| YTD | -29.2% | +48.7% | -77.9% | -42.6% |
| 1Y | -20.1% | +60.5% | -80.6% | -37.7% |
| 3Y | +81.3% | +93.3% | -11.9% | +24.8% |
| 5Y | -6.6% | +219.0% | -225.6% | -50.6% |
| All | -24.1% | +364.3% | -388.4% | -68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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