-11.1%
RKT vs M
+25.7%
-36.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.1% | -7.2% | -2.7% |
| 7D | +10.3% | +2.5% | +7.8% | +8.8% |
| 30D | +32.3% | +10.1% | +22.3% | +26.3% |
| 3M | +10.7% | -0.9% | +11.6% | +10.6% |
| 6M | -3.2% | +30.2% | -33.4% | -14.4% |
| YTD | -21.5% | +16.3% | -37.8% | -29.7% |
| All | -11.1% | +25.7% | -36.7% | -26.8% |
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