-22.2%
RKT vs HDB
+7.2%
-29.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | +2.1% | +0.4% | +1.7% | +1.9% |
| 30D | +1.4% | -2.8% | +4.3% | +2.7% |
| 3M | +6.3% | -3.5% | +9.8% | +7.8% |
| 6M | -15.5% | -24.7% | +9.3% | -3.6% |
| YTD | -27.4% | -36.6% | +9.2% | -10.7% |
| 1Y | -26.6% | -34.4% | +7.8% | -11.5% |
| 3Y | +41.2% | -24.4% | +65.6% | +54.0% |
| 5Y | -6.4% | -35.4% | +28.9% | +8.1% |
| All | -22.2% | +7.2% | -29.4% | -61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling