-25.7%
RKT vs MGY
+417.2%
-442.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -2.9% |
| 7D | -1.0% | +1.5% | -2.5% | -1.1% |
| 30D | -2.4% | +6.8% | -9.2% | -3.3% |
| 3M | +1.9% | +2.6% | -0.7% | +1.1% |
| 6M | -13.9% | -3.1% | -10.7% | -14.4% |
| YTD | -30.6% | +29.4% | -60.0% | -34.6% |
| 1Y | -34.4% | +22.3% | -56.7% | -37.5% |
| 3Y | +38.2% | +26.6% | +11.6% | +28.2% |
| 5Y | -9.7% | +92.1% | -101.8% | -20.9% |
| All | -25.7% | +417.2% | -442.9% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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