-9.7%
RKT vs LOW
+7.0%
-16.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -1.6% |
| 7D | -1.0% | -0.6% | -0.3% | -0.3% |
| 30D | -2.4% | -9.3% | +6.9% | +8.1% |
| 3M | +1.9% | -8.1% | +10.0% | +12.2% |
| 6M | -13.9% | -19.8% | +5.9% | +9.1% |
| YTD | -30.6% | -16.4% | -14.3% | -15.9% |
| 1Y | -34.4% | -24.7% | -9.7% | -11.7% |
| 3Y | +38.2% | -8.8% | +47.0% | +54.5% |
| 5Y | -9.7% | +7.8% | -17.4% | -19.1% |
| All | -9.7% | +7.0% | -16.7% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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