+0.8%
RKT vs IT
-41.7%
+42.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.2% | -0.7% |
| 7D | -3.8% | -6.8% | +3.1% | -1.9% |
| 30D | +32.8% | -0.6% | +33.4% | +32.6% |
| 3M | +0.8% | +3.1% | -2.2% | -0.6% |
| 6M | -2.6% | +25.5% | -28.1% | -10.6% |
| YTD | -25.4% | -23.5% | -1.9% | -20.4% |
| 1Y | -19.1% | -16.6% | -2.5% | -16.7% |
| 3Y | +83.2% | -53.1% | +136.3% | +133.2% |
| 5Y | +0.8% | -41.4% | +42.3% | +1.7% |
| All | +0.8% | -41.7% | +42.5% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling