-22.2%
RKT vs LOW
+52.0%
-74.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -2.3% |
| 7D | +2.1% | -1.7% | +3.8% | +3.8% |
| 30D | +1.4% | -7.0% | +8.5% | +8.8% |
| 3M | +6.3% | -0.9% | +7.1% | +8.2% |
| 6M | -15.5% | -20.1% | +4.6% | +5.1% |
| YTD | -27.4% | -13.9% | -13.5% | -15.7% |
| 1Y | -26.6% | -21.1% | -5.4% | -7.9% |
| 3Y | +41.2% | -6.6% | +47.9% | +54.7% |
| 5Y | -6.4% | +9.4% | -15.8% | -9.9% |
| All | -22.2% | +52.0% | -74.2% | -50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling