-22.2%
RKT vs OMC
+95.7%
-117.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.1% |
| 7D | +2.1% | -6.4% | +8.5% | +4.8% |
| 30D | +1.4% | +1.1% | +0.3% | +1.0% |
| 3M | +6.3% | +10.4% | -4.1% | +1.7% |
| 6M | -15.5% | -1.7% | -13.7% | -15.2% |
| YTD | -27.4% | +4.4% | -31.8% | -29.7% |
| 1Y | -26.6% | +8.4% | -35.0% | -30.6% |
| 3Y | +41.2% | +14.4% | +26.8% | +28.8% |
| 5Y | -6.4% | +33.9% | -40.3% | -20.6% |
| All | -22.2% | +95.7% | -117.9% | -38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling