-10.4%
RKT vs NSC
+24.4%
-34.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.9% | +7.8% | +8.2% |
| 7D | +29.7% | +1.8% | +27.9% | +28.7% |
| 30D | +28.5% | +8.8% | +19.7% | +23.7% |
| 3M | +6.4% | +1.2% | +5.1% | +5.6% |
| 6M | +7.1% | +11.3% | -4.2% | -0.1% |
| YTD | -22.5% | +20.7% | -43.2% | -30.2% |
| 1Y | -10.4% | +23.4% | -33.8% | -25.4% |
| All | -10.4% | +24.4% | -34.8% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 1y: compounded portfolio wealth divided by compounded NSC 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…
1y analysis · Full analysis span regression · 6 months rolling