-27.1%
RKT vs INDA
+59.9%
-87.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.0% | -1.0% |
| 7D | -6.3% | -2.7% | -3.6% | -3.7% |
| 30D | -6.2% | -2.8% | -3.4% | -3.5% |
| 3M | -1.9% | +1.6% | -3.5% | -3.0% |
| 6M | -13.0% | -1.4% | -11.6% | -10.8% |
| YTD | -31.9% | -10.1% | -21.8% | -24.1% |
| 1Y | -37.6% | -8.8% | -28.8% | -31.4% |
| 3Y | +36.8% | +7.6% | +29.2% | +24.5% |
| 5Y | -9.7% | +5.8% | -15.5% | -17.3% |
| All | -27.1% | +59.9% | -87.0% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 10y: compounded portfolio wealth divided by compounded INDA 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…
10y analysis · Full analysis span regression · 6 months rolling