+81.3%
RKT vs ICE
+69.4%
+11.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | -9.0% | +3.6% | -12.6% | -11.1% |
| 30D | +30.2% | +15.1% | +15.1% | +19.2% |
| 3M | -8.8% | +15.4% | -24.2% | -16.9% |
| 6M | -0.9% | +16.1% | -17.1% | -9.6% |
| YTD | -29.2% | +11.4% | -40.5% | -34.5% |
| 1Y | -20.1% | +18.5% | -38.5% | -29.8% |
| 3Y | +81.3% | +70.5% | +10.8% | +1.5% |
| All | +81.3% | +69.4% | +11.9% | +1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling