-37.6%
RKT vs MAR
+28.2%
-65.7%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -1.2% |
| 7D | -6.3% | -0.5% | -5.7% | -5.9% |
| 30D | -6.2% | -5.4% | -0.8% | -2.8% |
| 3M | -1.9% | -15.5% | +13.6% | +10.2% |
| 6M | -13.0% | +3.0% | -16.0% | -15.9% |
| YTD | -31.9% | +8.5% | -40.4% | -35.7% |
| 1Y | -37.6% | +26.0% | -63.5% | -44.5% |
| All | -37.6% | +28.2% | -65.7% | -44.5% |
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