-22.2%
RKT vs MSCI
+67.7%
-89.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | +2.1% | +0.4% | +1.7% | +1.9% |
| 30D | +1.4% | +0.6% | +0.9% | +1.2% |
| 3M | +6.3% | -7.1% | +13.4% | +9.5% |
| 6M | -15.5% | +0.8% | -16.3% | -16.8% |
| YTD | -27.4% | +1.0% | -28.4% | -29.4% |
| 1Y | -26.6% | +4.3% | -30.9% | -30.4% |
| 3Y | +41.2% | +9.9% | +31.3% | +25.8% |
| 5Y | -6.4% | -6.8% | +0.3% | -16.2% |
| All | -22.2% | +67.7% | -89.9% | -48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling