-23.6%
RKT vs NOC
+75.3%
-98.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.9% |
| 7D | +6.0% | -2.7% | +8.7% | +6.3% |
| 30D | +0.7% | -8.9% | +9.5% | +1.8% |
| 3M | +11.8% | -3.7% | +15.5% | +12.1% |
| 6M | -7.6% | -30.8% | +23.2% | -3.3% |
| YTD | -28.7% | -7.9% | -20.7% | -28.1% |
| 1Y | -32.6% | -9.4% | -23.1% | -32.0% |
| 3Y | +42.1% | +29.0% | +13.1% | +32.6% |
| 5Y | -7.2% | +56.1% | -63.2% | -24.0% |
| All | -23.6% | +75.3% | -98.9% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded NOC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling