-9.7%
RKT vs MAR
+158.8%
-168.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -3.2% |
| 7D | -1.0% | -0.5% | -0.5% | -0.7% |
| 30D | -2.4% | -4.7% | +2.3% | +0.2% |
| 3M | +1.9% | -15.6% | +17.5% | +11.7% |
| 6M | -13.9% | +1.2% | -15.1% | -14.6% |
| YTD | -30.6% | +7.5% | -38.1% | -33.5% |
| 1Y | -34.4% | +26.6% | -61.0% | -42.5% |
| 3Y | +38.2% | +66.0% | -27.8% | +1.9% |
| 5Y | -9.7% | +154.1% | -163.8% | -46.5% |
| All | -9.7% | +158.8% | -168.5% | -46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling