-22.2%
RKT vs P
+453.4%
-475.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.4% |
| 7D | +2.1% | +6.5% | -4.4% | +0.9% |
| 30D | +1.4% | +18.8% | -17.4% | -2.3% |
| 3M | +6.3% | +26.7% | -20.5% | +0.4% |
| 6M | -15.5% | +62.2% | -77.6% | -24.8% |
| YTD | -27.4% | +48.5% | -75.9% | -34.7% |
| 1Y | -26.6% | +26.4% | -53.0% | -33.1% |
| 3Y | +41.2% | +159.4% | -118.2% | -3.8% |
| 5Y | -6.4% | +275.8% | -282.2% | -44.1% |
| All | -22.2% | +453.4% | -475.7% | -61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling