-25.7%
RKT vs O
+35.8%
-61.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -1.5% |
| 7D | -1.0% | -2.3% | +1.3% | +1.1% |
| 30D | -2.4% | -2.4% | +0.1% | -0.2% |
| 3M | +1.9% | -0.6% | +2.5% | +2.0% |
| 6M | -13.9% | -5.0% | -8.9% | -10.0% |
| YTD | -30.6% | +10.4% | -41.0% | -36.9% |
| 1Y | -34.4% | +6.6% | -40.9% | -38.4% |
| 3Y | +38.2% | +28.4% | +9.8% | +10.0% |
| 5Y | -9.7% | +15.3% | -24.9% | -21.7% |
| All | -25.7% | +35.8% | -61.5% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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