-23.6%
RKT vs NI
+111.3%
-134.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.3% |
| 7D | +6.0% | +2.3% | +3.7% | +5.0% |
| 30D | +0.7% | -1.7% | +2.3% | +1.4% |
| 3M | +11.8% | -8.0% | +19.8% | +15.7% |
| 6M | -7.6% | -8.6% | +1.0% | -4.2% |
| YTD | -28.7% | +2.3% | -31.0% | -29.5% |
| 1Y | -32.6% | +6.9% | -39.5% | -34.5% |
| 3Y | +42.1% | +70.6% | -28.5% | +10.7% |
| 5Y | -7.2% | +96.4% | -103.5% | -26.9% |
| All | -23.6% | +111.3% | -134.9% | -38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling