-20.1%
RKT vs M
+375.4%
-395.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | -3.8% | -3.3% | -0.5% | -3.2% |
| 30D | +32.8% | +8.1% | +24.8% | +30.2% |
| 3M | +0.8% | +2.2% | -1.4% | +0.1% |
| 6M | -2.6% | +35.1% | -37.8% | -9.8% |
| YTD | -25.4% | +15.8% | -41.2% | -28.7% |
| 1Y | -19.1% | +25.8% | -44.9% | -24.1% |
| 3Y | +83.2% | +156.2% | -73.1% | +38.8% |
| 5Y | +0.8% | -2.4% | +3.2% | -11.1% |
| All | -20.1% | +375.4% | -395.5% | -34.4% |
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 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