-23.6%
RKT vs NWSA
+139.7%
-163.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -0.8% |
| 7D | +6.0% | -2.6% | +8.6% | +7.5% |
| 30D | +0.7% | +4.6% | -3.9% | -1.7% |
| 3M | +11.8% | +10.2% | +1.6% | +5.8% |
| 6M | -7.6% | +21.6% | -29.3% | -17.5% |
| YTD | -28.7% | +14.6% | -43.3% | -34.7% |
| 1Y | -32.6% | +0.4% | -32.9% | -33.6% |
| 3Y | +42.1% | +45.0% | -2.9% | +14.7% |
| 5Y | -7.2% | +41.3% | -48.4% | -28.3% |
| All | -23.6% | +139.7% | -163.3% | -56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling