-10.4%
RKT vs MAR
+62.0%
-72.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.0% | +6.7% | +7.3% |
| 7D | +29.7% | +7.7% | +22.0% | +23.6% |
| 30D | +28.5% | +19.4% | +9.1% | +13.9% |
| 3M | +6.4% | +23.3% | -17.0% | -8.3% |
| 6M | +7.1% | +22.8% | -15.7% | -8.8% |
| YTD | -22.5% | +37.8% | -60.2% | -38.8% |
| 1Y | -10.4% | +57.4% | -67.8% | -38.4% |
| All | -10.4% | +62.0% | -72.5% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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