-20.0%
RKT vs MSCI
+92.3%
-112.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.6% | -6.5% | -5.7% |
| 7D | +4.6% | +2.7% | +2.0% | +3.3% |
| 30D | +25.9% | +16.2% | +9.6% | +16.9% |
| 3M | +5.0% | +17.1% | -12.1% | -2.9% |
| 6M | -7.9% | +13.0% | -20.9% | -14.0% |
| YTD | -25.4% | +15.8% | -41.1% | -32.2% |
| 1Y | -15.4% | +15.5% | -30.9% | -23.0% |
| 3Y | +83.3% | +32.3% | +51.0% | +47.4% |
| 5Y | -0.8% | +8.2% | -9.0% | -17.2% |
| All | -20.0% | +92.3% | -112.3% | -50.7% |
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