+39.4%
RKT vs ICE
+40.8%
-1.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.2% |
| 7D | -1.0% | -0.9% | -0.1% | -0.3% |
| 30D | -2.4% | +4.0% | -6.4% | -4.9% |
| 3M | +1.9% | +11.0% | -9.1% | -5.2% |
| 6M | -13.9% | -5.0% | -8.9% | -10.3% |
| YTD | -30.6% | -2.7% | -27.9% | -30.1% |
| 1Y | -34.4% | -8.6% | -25.7% | -30.3% |
| All | +39.4% | +40.8% | -1.4% | -17.7% |
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 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