-5.4%
RKT vs M
-3.3%
-2.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.5% |
| 7D | -9.0% | +7.0% | -16.0% | -11.0% |
| 30D | +30.2% | +8.9% | +21.3% | +26.5% |
| 3M | -8.8% | +4.5% | -13.3% | -10.4% |
| 6M | -0.9% | +36.2% | -37.1% | -10.6% |
| YTD | -29.2% | +15.1% | -44.3% | -33.2% |
| 1Y | -20.1% | +27.4% | -47.5% | -26.9% |
| 3Y | +81.3% | +160.1% | -78.8% | +21.0% |
| All | -5.4% | -3.3% | -2.1% | -19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling