-23.6%
RKT vs M
+325.8%
-349.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.1% |
| 7D | +6.0% | +2.4% | +3.6% | +5.4% |
| 30D | +0.7% | -11.6% | +12.3% | +3.7% |
| 3M | +11.8% | +1.6% | +10.2% | +11.3% |
| 6M | -7.6% | +25.2% | -32.8% | -12.6% |
| YTD | -28.7% | +3.8% | -32.4% | -29.8% |
| 1Y | -32.6% | +36.3% | -68.9% | -37.8% |
| 3Y | +42.1% | +116.3% | -74.2% | +12.3% |
| 5Y | -7.2% | +28.2% | -35.3% | -18.5% |
| All | -23.6% | +325.8% | -349.4% | -35.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling