-5.4%
RKT vs P
+286.7%
-292.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +3.4% | -8.4% | -5.6% |
| 7D | -7.5% | +17.8% | -25.3% | -9.9% |
| 30D | +26.6% | -29.9% | +56.5% | +32.8% |
| 3M | -2.4% | -1.2% | -1.3% | -4.5% |
| 6M | -7.4% | +32.1% | -39.5% | -15.3% |
| YTD | -29.2% | +64.3% | -93.5% | -38.7% |
| 1Y | -23.5% | +24.3% | -47.8% | -31.0% |
| 3Y | +73.9% | +203.2% | -129.3% | +6.7% |
| All | -5.4% | +286.7% | -292.1% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling