-27.0%
RKT vs NWSA
+137.0%
-164.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.4% |
| 7D | -7.2% | -4.8% | -2.5% | -4.8% |
| 30D | -7.9% | +3.0% | -10.9% | -9.3% |
| 3M | +5.2% | +9.3% | -4.1% | -0.1% |
| 6M | -14.9% | +23.2% | -38.1% | -24.5% |
| YTD | -31.9% | +13.3% | -45.2% | -37.2% |
| 1Y | -36.9% | +2.9% | -39.8% | -38.7% |
| 3Y | +35.7% | +43.3% | -7.6% | +10.3% |
| 5Y | -9.7% | +40.9% | -50.5% | -29.8% |
| All | -27.0% | +137.0% | -164.0% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling