-23.5%
RKT vs MSCI
+12.8%
-36.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.5% | -3.5% | -4.6% |
| 7D | -7.5% | -0.7% | -6.8% | -7.3% |
| 30D | +26.6% | +16.2% | +10.4% | +22.1% |
| 3M | -2.4% | +16.1% | -18.6% | -5.8% |
| 6M | -7.4% | +12.9% | -20.3% | -9.7% |
| YTD | -29.2% | +14.8% | -44.0% | -35.3% |
| 1Y | -23.5% | +13.8% | -37.3% | -27.4% |
| All | -23.5% | +12.8% | -36.4% | -27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling