-37.6%
RKT vs LULU
-39.6%
+2.1%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.2% | -0.9% |
| 7D | -6.3% | -1.6% | -4.6% | -5.7% |
| 30D | -6.2% | -18.1% | +11.9% | +0.2% |
| 3M | -1.9% | -18.8% | +16.9% | +4.7% |
| 6M | -13.0% | -39.2% | +26.2% | +2.0% |
| YTD | -31.9% | -52.4% | +20.5% | -14.1% |
| 1Y | -37.6% | -40.3% | +2.7% | -29.7% |
| All | -37.6% | -39.6% | +2.1% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 1y: compounded portfolio wealth divided by compounded LULU 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…
1y analysis · Full analysis span regression · 6 months rolling