-20.1%
RKT vs HDB
+20.3%
-40.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | -3.8% | +6.9% | -10.7% | -7.0% |
| 30D | +32.8% | +15.2% | +17.6% | +24.0% |
| 3M | +0.8% | +11.7% | -10.9% | -4.8% |
| 6M | -2.6% | +7.5% | -10.2% | -6.5% |
| YTD | -25.4% | -28.8% | +3.4% | -13.5% |
| 1Y | -19.1% | -29.1% | +10.0% | -6.2% |
| 3Y | +83.2% | -7.0% | +90.2% | +78.8% |
| 5Y | +0.8% | -22.1% | +22.9% | +5.8% |
| All | -20.1% | +20.3% | -40.4% | -62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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