-7.2%
RKT vs O
+14.8%
-21.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.4% |
| 7D | +6.0% | -0.6% | +6.5% | +6.6% |
| 30D | +0.7% | -2.0% | +2.6% | +2.6% |
| 3M | +11.8% | +3.0% | +8.8% | +8.2% |
| 6M | -7.6% | -3.6% | -4.0% | -4.4% |
| YTD | -28.7% | +12.1% | -40.7% | -36.9% |
| 1Y | -32.6% | +8.9% | -41.5% | -38.7% |
| 3Y | +42.1% | +30.3% | +11.8% | +7.0% |
| 5Y | -7.2% | +13.7% | -20.9% | -23.6% |
| All | -7.2% | +14.8% | -21.9% | -23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling