-9.7%
RKT vs OMC
+29.1%
-38.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.5% | +0.7% | -1.1% |
| 7D | -1.0% | -4.2% | +3.3% | +1.2% |
| 30D | -2.4% | -7.5% | +5.1% | +1.3% |
| 3M | +1.9% | +4.6% | -2.7% | -0.8% |
| 6M | -13.9% | -4.8% | -9.0% | -12.2% |
| YTD | -30.6% | -1.0% | -29.6% | -31.5% |
| 1Y | -34.4% | +3.8% | -38.2% | -37.6% |
| 3Y | +38.2% | +10.2% | +28.0% | +23.2% |
| 5Y | -9.7% | +29.7% | -39.4% | -31.2% |
| All | -9.7% | +29.1% | -38.7% | -31.2% |
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