-27.1%
RKT vs NYT
+48.8%
-75.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.5% | -0.3% |
| 7D | -6.3% | -0.6% | -5.7% | -6.0% |
| 30D | -6.2% | +4.6% | -10.8% | -7.9% |
| 3M | -1.9% | -9.6% | +7.7% | +1.5% |
| 6M | -13.0% | -14.0% | +1.0% | -8.4% |
| YTD | -31.9% | -2.8% | -29.1% | -32.2% |
| 1Y | -37.6% | +15.6% | -53.2% | -42.3% |
| 3Y | +36.8% | +56.3% | -19.5% | +7.2% |
| 5Y | -9.7% | +39.5% | -49.2% | -31.9% |
| All | -27.1% | +48.8% | -75.9% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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