+43.4%
RKT vs IT
-51.4%
+94.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.4% | +5.6% | -0.8% |
| 7D | +6.0% | -9.1% | +15.1% | +7.2% |
| 30D | +0.7% | -7.0% | +7.7% | +1.5% |
| 3M | +11.8% | +7.6% | +4.2% | +10.5% |
| 6M | -7.6% | +2.1% | -9.7% | -8.2% |
| YTD | -28.7% | -31.6% | +2.9% | -24.9% |
| 1Y | -32.6% | -29.9% | -2.7% | -29.7% |
| All | +43.4% | -51.4% | +94.7% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 3y: compounded portfolio wealth divided by compounded IT 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…
3y analysis · Full analysis span regression · 6 months rolling