-9.7%
RKT vs ICE
+39.3%
-49.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.1% |
| 7D | -1.0% | -0.9% | -0.1% | -0.2% |
| 30D | -2.4% | +4.0% | -6.4% | -5.5% |
| 3M | +1.9% | +11.0% | -9.1% | -7.3% |
| 6M | -13.9% | -5.0% | -8.9% | -10.6% |
| YTD | -30.6% | -2.7% | -27.9% | -30.4% |
| 1Y | -34.4% | -8.6% | -25.7% | -30.1% |
| 3Y | +38.2% | +41.4% | -3.2% | -7.0% |
| 5Y | -9.7% | +39.9% | -49.5% | -41.0% |
| All | -9.7% | +39.3% | -49.0% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling