-22.2%
RKT vs PAAS
+42.5%
-64.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.5% |
| 7D | +2.1% | -2.9% | +5.0% | +2.9% |
| 30D | +1.4% | +6.8% | -5.4% | -0.5% |
| 3M | +6.3% | -2.9% | +9.2% | +6.2% |
| 6M | -15.5% | -16.4% | +1.0% | -12.6% |
| YTD | -27.4% | 0.0% | -27.4% | -28.0% |
| 1Y | -26.6% | +54.3% | -80.9% | -34.3% |
| 3Y | +41.2% | +230.7% | -189.4% | -2.2% |
| 5Y | -6.4% | +111.6% | -118.1% | -31.5% |
| All | -22.2% | +42.5% | -64.7% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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