-5.4%
RKT vs OMC
+52.4%
-57.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.7% |
| 7D | -9.0% | +1.9% | -10.8% | -9.8% |
| 30D | +30.2% | +12.2% | +18.0% | +23.2% |
| 3M | -8.8% | +0.6% | -9.4% | -9.1% |
| 6M | -0.9% | +21.0% | -21.9% | -10.3% |
| YTD | -29.2% | +12.4% | -41.5% | -34.2% |
| 1Y | -20.1% | +25.4% | -45.5% | -30.6% |
| 3Y | +81.3% | +29.2% | +52.1% | +48.4% |
| All | -5.4% | +52.4% | -57.8% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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