-25.7%
RKT vs ITOT
+142.2%
-167.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.2% | -2.0% |
| 7D | -1.0% | -0.4% | -0.6% | -0.4% |
| 30D | -2.4% | -1.6% | -0.8% | +0.1% |
| 3M | +1.9% | +3.5% | -1.6% | -2.1% |
| 6M | -13.9% | +13.1% | -27.0% | -26.0% |
| YTD | -30.6% | +12.7% | -43.4% | -39.9% |
| 1Y | -34.4% | +18.3% | -52.7% | -46.5% |
| 3Y | +38.2% | +76.4% | -38.2% | -36.8% |
| 5Y | -9.7% | +73.8% | -83.4% | -57.3% |
| All | -25.7% | +142.2% | -167.9% | -80.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling