-9.7%
RKT vs NSC
+44.1%
-53.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.3% | -1.9% |
| 7D | -1.0% | -2.0% | +1.1% | +0.3% |
| 30D | -2.4% | -3.2% | +0.8% | -0.4% |
| 3M | +1.9% | +3.9% | -2.0% | -1.2% |
| 6M | -13.9% | +7.8% | -21.6% | -18.8% |
| YTD | -30.6% | +13.4% | -44.0% | -36.8% |
| 1Y | -34.4% | +20.3% | -54.7% | -42.6% |
| 3Y | +38.2% | +76.1% | -37.9% | -11.0% |
| 5Y | -9.7% | +45.0% | -54.7% | -30.1% |
| All | -9.7% | +44.1% | -53.7% | -30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling