-24.1%
RKT vs P
+500.6%
-524.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.3% |
| 7D | -9.0% | +11.6% | -20.6% | -10.6% |
| 30D | +30.2% | -23.7% | +53.9% | +34.7% |
| 3M | -8.8% | -8.0% | -0.9% | -9.6% |
| 6M | -0.9% | +27.9% | -28.8% | -9.0% |
| YTD | -29.2% | +61.2% | -90.3% | -38.6% |
| 1Y | -20.1% | +28.6% | -48.7% | -28.5% |
| 3Y | +81.3% | +200.5% | -119.1% | +16.5% |
| 5Y | -6.6% | +282.9% | -289.6% | -45.5% |
| All | -24.1% | +500.6% | -524.8% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling