-36.9%
RKT vs ICE
-9.0%
-27.8%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.6% |
| 7D | -7.2% | -5.3% | -1.9% | -4.8% |
| 30D | -7.9% | +3.0% | -10.9% | -9.2% |
| 3M | +5.2% | +11.4% | -6.3% | +0.5% |
| 6M | -14.9% | -2.0% | -12.9% | -12.8% |
| YTD | -31.9% | -3.1% | -28.7% | -32.3% |
| 1Y | -36.9% | -8.4% | -28.5% | -39.7% |
| All | -36.9% | -9.0% | -27.8% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 1y: compounded portfolio wealth divided by compounded ICE 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…
1y analysis · Full analysis span regression · 6 months rolling