-9.7%
RKT vs INDA
+4.5%
-14.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -0.5% |
| 7D | -7.2% | -3.6% | -3.6% | -3.4% |
| 30D | -7.9% | -4.0% | -3.9% | -3.6% |
| 3M | +5.2% | +1.7% | +3.5% | +3.9% |
| 6M | -14.9% | -3.6% | -11.3% | -10.5% |
| YTD | -31.9% | -11.0% | -20.9% | -22.4% |
| 1Y | -36.9% | -9.5% | -27.4% | -29.4% |
| 3Y | +35.7% | +7.6% | +28.1% | +18.6% |
| 5Y | -9.7% | +4.8% | -14.4% | -20.5% |
| All | -9.7% | +4.5% | -14.2% | -20.5% |
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