-3.8%
RKT vs LUNR
+48.7%
-52.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.8% | 0.0% |
| 7D | -6.3% | -3.1% | -3.2% | -6.2% |
| 30D | -6.2% | -15.3% | +9.1% | -5.9% |
| 3M | -1.9% | -53.2% | +51.3% | -0.3% |
| 6M | -13.0% | -22.2% | +9.2% | -12.7% |
| YTD | -31.9% | -11.6% | -20.3% | -31.9% |
| 1Y | -37.6% | +68.4% | -106.0% | -38.2% |
| 3Y | +36.8% | +216.8% | -180.0% | +34.8% |
| All | -3.8% | +48.7% | -52.5% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 LUNR 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