-5.4%
RKT vs NI
+113.9%
-119.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.3% |
| 7D | -9.0% | +4.3% | -13.3% | -11.3% |
| 30D | +30.2% | +12.4% | +17.8% | +21.5% |
| 3M | -8.8% | +10.2% | -19.0% | -14.1% |
| 6M | -0.9% | -0.8% | -0.1% | -0.9% |
| YTD | -29.2% | +13.2% | -42.4% | -34.6% |
| 1Y | -20.1% | +10.1% | -30.1% | -24.9% |
| 3Y | +81.3% | +103.1% | -21.8% | +10.0% |
| All | -5.4% | +113.9% | -119.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling