-27.1%
RKT vs MAR
+303.8%
-330.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.9% |
| 7D | -6.3% | -0.5% | -5.7% | -6.0% |
| 30D | -6.2% | -5.4% | -0.8% | -3.6% |
| 3M | -1.9% | -15.5% | +13.6% | +6.3% |
| 6M | -13.0% | +3.0% | -16.0% | -14.3% |
| YTD | -31.9% | +8.5% | -40.4% | -34.6% |
| 1Y | -37.6% | +26.0% | -63.5% | -44.2% |
| 3Y | +36.8% | +68.6% | -31.8% | +5.0% |
| 5Y | -9.7% | +157.4% | -167.1% | -42.1% |
| All | -27.1% | +303.8% | -330.9% | -64.7% |
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