-5.4%
RKT vs MSCI
+6.7%
-12.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.7% |
| 7D | -9.0% | +3.0% | -12.0% | -10.4% |
| 30D | +30.2% | +17.8% | +12.4% | +19.8% |
| 3M | -8.8% | +15.2% | -24.0% | -15.3% |
| 6M | -0.9% | +16.5% | -17.4% | -9.2% |
| YTD | -29.2% | +16.4% | -45.5% | -36.1% |
| 1Y | -20.1% | +16.8% | -36.9% | -28.1% |
| 3Y | +81.3% | +35.8% | +45.6% | +40.4% |
| All | -5.4% | +6.7% | -12.0% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling