-27.1%
RKT vs NI
+108.8%
-135.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -6.3% | 0.0% | -6.3% | -6.3% |
| 30D | -6.2% | -1.4% | -4.8% | -5.6% |
| 3M | -1.9% | -10.6% | +8.7% | +2.8% |
| 6M | -13.0% | -9.3% | -3.7% | -9.5% |
| YTD | -31.9% | +1.1% | -33.1% | -32.3% |
| 1Y | -37.6% | +3.4% | -40.9% | -38.5% |
| 3Y | +36.8% | +67.9% | -31.1% | +7.3% |
| 5Y | -9.7% | +98.0% | -107.7% | -28.4% |
| All | -27.1% | +108.8% | -135.9% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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