-16.0%
RKT vs O
+35.8%
-51.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.2% |
| 7D | +10.3% | +3.3% | +7.0% | +7.3% |
| 30D | +32.3% | +10.3% | +22.0% | +21.7% |
| 3M | +10.7% | -3.5% | +14.2% | +14.4% |
| 6M | -3.2% | -1.3% | -1.9% | -2.3% |
| YTD | -21.5% | +10.3% | -31.9% | -28.5% |
| 1Y | -6.0% | +10.4% | -16.4% | -14.5% |
| 3Y | +104.2% | +40.0% | +64.2% | +51.5% |
| 5Y | +2.5% | +12.4% | -9.9% | -9.7% |
| All | -16.0% | +35.8% | -51.7% | -33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling