-24.1%
RKT vs O
+34.2%
-58.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.7% |
| 7D | -9.0% | -0.4% | -8.6% | -8.7% |
| 30D | +30.2% | +7.1% | +23.1% | +23.0% |
| 3M | -8.8% | -5.2% | -3.6% | -4.3% |
| 6M | -0.9% | -1.8% | +0.8% | +0.4% |
| YTD | -29.2% | +9.1% | -38.3% | -34.8% |
| 1Y | -20.1% | +9.7% | -29.7% | -26.9% |
| 3Y | +81.3% | +39.1% | +42.2% | +35.3% |
| 5Y | -6.6% | +8.4% | -15.0% | -15.9% |
| All | -24.1% | +34.2% | -58.4% | -39.8% |
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