-22.2%
RKT vs M
+337.2%
-359.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.8% |
| 7D | +2.1% | +4.7% | -2.6% | +1.0% |
| 30D | +1.4% | -9.6% | +11.1% | +4.0% |
| 3M | +6.3% | +0.9% | +5.4% | +6.0% |
| 6M | -15.5% | +22.3% | -37.7% | -19.5% |
| YTD | -27.4% | +6.5% | -33.9% | -29.0% |
| 1Y | -26.6% | +38.8% | -65.3% | -32.6% |
| 3Y | +41.2% | +115.9% | -74.7% | +11.6% |
| 5Y | -6.4% | +28.6% | -35.0% | -18.3% |
| All | -22.2% | +337.2% | -359.4% | -34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling