-20.1%
RKT vs P
+492.3%
-512.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.5% | -0.8% |
| 7D | -3.8% | -4.7% | +0.9% | -3.3% |
| 30D | +32.8% | -31.4% | +64.3% | +40.0% |
| 3M | +0.8% | -2.6% | +3.5% | -1.1% |
| 6M | -2.6% | +21.9% | -24.6% | -9.7% |
| YTD | -25.4% | +58.9% | -84.3% | -35.1% |
| 1Y | -19.1% | +21.7% | -40.8% | -26.8% |
| 3Y | +83.2% | +193.3% | -110.1% | +18.4% |
| 5Y | +0.8% | +275.1% | -274.3% | -40.9% |
| All | -20.1% | +492.3% | -512.4% | -61.4% |
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