-7.2%
RKT vs HDB
-37.8%
+30.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.2% | -0.4% |
| 7D | +6.0% | -2.0% | +8.0% | +7.0% |
| 30D | +0.7% | -4.9% | +5.5% | +2.9% |
| 3M | +11.8% | -2.3% | +14.1% | +12.7% |
| 6M | -7.6% | -23.7% | +16.1% | +4.2% |
| YTD | -28.7% | -38.5% | +9.8% | -11.9% |
| 1Y | -32.6% | -36.5% | +3.9% | -18.2% |
| 3Y | +42.1% | -28.5% | +70.6% | +58.6% |
| 5Y | -7.2% | -37.4% | +30.2% | +3.5% |
| All | -7.2% | -37.8% | +30.6% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling