-27.1%
RKT vs ITW
+63.7%
-90.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -1.1% |
| 7D | -6.3% | -0.7% | -5.5% | -5.6% |
| 30D | -6.2% | -8.3% | +2.1% | +1.6% |
| 3M | -1.9% | +6.0% | -7.9% | -7.1% |
| 6M | -13.0% | 0.0% | -13.0% | -12.8% |
| YTD | -31.9% | +10.2% | -42.1% | -37.6% |
| 1Y | -37.6% | +3.2% | -40.8% | -39.4% |
| 3Y | +36.8% | +21.0% | +15.8% | +17.2% |
| 5Y | -9.7% | +37.9% | -47.7% | -32.4% |
| All | -27.1% | +63.7% | -90.8% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 10y: compounded portfolio wealth divided by compounded ITW 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…
10y analysis · Full analysis span regression · 6 months rolling