-22.2%
RKT vs MET
+214.0%
-236.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.5% |
| 7D | +2.1% | +1.2% | +1.0% | +1.7% |
| 30D | +1.4% | +1.4% | 0.0% | +0.8% |
| 3M | +6.3% | +17.7% | -11.4% | -0.6% |
| 6M | -15.5% | +35.0% | -50.4% | -24.9% |
| YTD | -27.4% | +26.3% | -53.7% | -34.1% |
| 1Y | -26.6% | +22.8% | -49.4% | -32.8% |
| 3Y | +41.2% | +65.9% | -24.7% | +14.2% |
| 5Y | -6.4% | +85.4% | -91.8% | -26.4% |
| All | -22.2% | +214.0% | -236.2% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 all: compounded portfolio wealth divided by compounded MET 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…
all analysis · Full analysis span regression · 6 months rolling