-5.4%
RKT vs INDA
+8.7%
-14.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.2% |
| 7D | -9.0% | +1.1% | -10.1% | -10.1% |
| 30D | +30.2% | +9.4% | +20.8% | +18.3% |
| 3M | -8.8% | +2.9% | -11.8% | -11.5% |
| 6M | -0.9% | +7.2% | -8.2% | -7.3% |
| YTD | -29.2% | -4.8% | -24.4% | -25.1% |
| 1Y | -20.1% | -5.1% | -15.0% | -15.3% |
| 3Y | +81.3% | +16.7% | +64.7% | +44.2% |
| All | -5.4% | +8.7% | -14.1% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling