-10.4%
RKT vs M
+36.6%
-47.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +7.6% | +1.1% | +5.2% |
| 7D | +29.7% | +8.3% | +21.5% | +25.1% |
| 30D | +28.5% | +14.2% | +14.3% | +21.2% |
| 3M | +6.4% | -1.1% | +7.5% | +6.5% |
| 6M | +7.1% | +36.6% | -29.5% | -6.2% |
| YTD | -22.5% | +19.8% | -42.3% | -30.9% |
| 1Y | -10.4% | +37.2% | -47.6% | -28.4% |
| All | -10.4% | +36.6% | -47.0% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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