-16.7%
RKT vs P
+438.1%
-454.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -1.9% | +1.1% |
| 7D | +17.7% | -23.8% | +41.5% | +22.2% |
| 30D | +31.6% | -36.6% | +68.3% | +40.5% |
| 3M | +13.9% | +10.9% | +3.0% | +8.6% |
| 6M | +2.8% | +30.0% | -27.2% | -6.5% |
| YTD | -22.2% | +44.4% | -66.6% | -31.3% |
| 1Y | -3.5% | +3.9% | -7.5% | -10.2% |
| 3Y | +95.3% | +176.6% | -81.3% | +26.7% |
| 5Y | -0.4% | +249.3% | -249.7% | -41.0% |
| All | -16.7% | +438.1% | -454.8% | -59.1% |
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