-16.0%
RKT vs MSCI
+89.2%
-105.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.4% |
| 7D | +10.3% | +1.5% | +8.9% | +9.6% |
| 30D | +32.3% | +14.4% | +17.9% | +23.9% |
| 3M | +10.7% | +15.2% | -4.5% | +3.2% |
| 6M | -3.2% | +11.2% | -14.4% | -8.8% |
| YTD | -21.5% | +13.9% | -35.5% | -28.1% |
| 1Y | -6.0% | +12.5% | -18.5% | -13.3% |
| 3Y | +104.2% | +32.3% | +71.9% | +64.0% |
| 5Y | +2.5% | +4.9% | -2.4% | -13.2% |
| All | -16.0% | +89.2% | -105.2% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 10y: compounded portfolio wealth divided by compounded MSCI 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…
10y analysis · Full analysis span regression · 6 months rolling