-11.4%
RKT vs ITOT
+74.3%
-85.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -1.3% |
| 7D | -6.3% | -0.9% | -5.4% | -5.0% |
| 30D | -6.2% | -1.5% | -4.7% | -3.9% |
| 3M | -1.9% | +3.6% | -5.4% | -6.0% |
| 6M | -13.0% | +13.7% | -26.7% | -26.0% |
| YTD | -31.9% | +12.9% | -44.9% | -41.3% |
| 1Y | -37.6% | +17.2% | -54.7% | -48.7% |
| 3Y | +36.8% | +75.6% | -38.8% | -38.8% |
| All | -11.4% | +74.3% | -85.7% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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