-23.6%
RKT vs ITW
+64.1%
-87.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.3% |
| 7D | +6.0% | -0.4% | +6.4% | +6.5% |
| 30D | +0.7% | -9.4% | +10.1% | +10.3% |
| 3M | +11.8% | +7.1% | +4.7% | +5.0% |
| 6M | -7.6% | -1.9% | -5.8% | -5.8% |
| YTD | -28.7% | +10.4% | -39.1% | -34.7% |
| 1Y | -32.6% | +3.3% | -35.9% | -34.6% |
| 3Y | +42.1% | +21.0% | +21.1% | +21.7% |
| 5Y | -7.2% | +36.3% | -43.5% | -30.2% |
| All | -23.6% | +64.1% | -87.6% | -52.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling