-24.1%
RKT vs ICE
+100.9%
-125.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.5% | -3.5% | -3.8% |
| 7D | -7.5% | +2.2% | -9.7% | -9.3% |
| 30D | +26.6% | +13.7% | +12.9% | +13.8% |
| 3M | -2.4% | +17.9% | -20.3% | -15.2% |
| 6M | -7.4% | +15.0% | -22.3% | -18.1% |
| YTD | -29.2% | +10.9% | -40.1% | -36.5% |
| 1Y | -23.5% | +17.0% | -40.5% | -34.7% |
| 3Y | +73.9% | +68.2% | +5.7% | +0.8% |
| 5Y | -6.6% | +40.4% | -47.0% | -38.0% |
| All | -24.1% | +100.9% | -125.1% | -70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling