-24.1%
RKT vs MAR
+410.5%
-434.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -9.0% | +1.6% | -10.6% | -9.7% |
| 30D | +30.2% | +13.8% | +16.4% | +22.1% |
| 3M | -8.8% | +20.3% | -29.1% | -17.0% |
| 6M | -0.9% | +21.3% | -22.3% | -10.6% |
| YTD | -29.2% | +37.2% | -66.4% | -39.6% |
| 1Y | -20.1% | +48.4% | -68.5% | -34.3% |
| 3Y | +81.3% | +120.1% | -38.8% | +21.7% |
| 5Y | -6.6% | +182.1% | -188.7% | -44.2% |
| All | -24.1% | +410.5% | -434.7% | -67.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling