-22.2%
RKT vs HWM
+1,618.1%
-1,640.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -1.0% |
| 7D | +2.1% | -2.1% | +4.2% | +2.6% |
| 30D | +1.4% | -11.0% | +12.4% | +4.6% |
| 3M | +6.3% | +4.0% | +2.2% | +4.5% |
| 6M | -15.5% | -0.2% | -15.2% | -16.0% |
| YTD | -27.4% | +26.7% | -54.0% | -32.4% |
| 1Y | -26.6% | +44.7% | -71.3% | -34.1% |
| 3Y | +41.2% | +426.1% | -384.9% | -18.6% |
| 5Y | -6.4% | +738.5% | -744.9% | -52.5% |
| All | -22.2% | +1,618.1% | -1,640.3% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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