-27.0%
RKT vs MOH
+3.4%
-30.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.2% | -5.0% | -2.3% |
| 7D | -7.2% | -1.3% | -5.9% | -7.0% |
| 30D | -7.9% | +3.0% | -10.8% | -8.5% |
| 3M | +5.2% | +1.2% | +4.0% | +4.5% |
| 6M | -14.9% | +41.7% | -56.6% | -21.5% |
| YTD | -31.9% | +15.4% | -47.3% | -35.2% |
| 1Y | -36.9% | +11.8% | -48.7% | -40.3% |
| 3Y | +35.7% | -37.5% | +73.2% | +38.9% |
| 5Y | -9.7% | -20.6% | +11.0% | -16.4% |
| All | -27.0% | +3.4% | -30.5% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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