-11.4%
RKT vs MKTX
-60.5%
+49.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -6.3% | -0.2% | -6.0% | -6.2% |
| 30D | -6.2% | +0.7% | -6.9% | -6.4% |
| 3M | -1.9% | +40.8% | -42.7% | -15.1% |
| 6M | -13.0% | -8.0% | -5.0% | -10.4% |
| YTD | -31.9% | -8.7% | -23.2% | -29.9% |
| 1Y | -37.6% | -11.8% | -25.7% | -34.9% |
| 3Y | +36.8% | -24.0% | +60.8% | +45.3% |
| All | -11.4% | -60.5% | +49.0% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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