-16.7%
RKT vs MSCI
+87.6%
-104.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +2.8% |
| 7D | +17.7% | +2.8% | +14.8% | +16.2% |
| 30D | +31.6% | +15.4% | +16.2% | +22.8% |
| 3M | +13.9% | +13.4% | +0.5% | +7.0% |
| 6M | +2.8% | +10.9% | -8.1% | -3.0% |
| YTD | -22.2% | +13.0% | -35.2% | -28.4% |
| 1Y | -3.5% | +12.0% | -15.6% | -10.8% |
| 3Y | +95.3% | +34.1% | +61.2% | +55.3% |
| 5Y | -0.4% | +3.9% | -4.3% | -15.3% |
| All | -16.7% | +87.6% | -104.3% | -47.9% |
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