-23.4%
RKT vs PL
+46.6%
-70.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +14.5% | -13.6% | -1.5% |
| 7D | +10.3% | +10.9% | -0.6% | +8.0% |
| 30D | +32.3% | -16.4% | +48.7% | +35.3% |
| 3M | +10.7% | -39.9% | +50.7% | +19.1% |
| 6M | -3.2% | -63.2% | +60.0% | +11.3% |
| YTD | -21.5% | -27.1% | +5.6% | -21.9% |
| 1Y | -6.0% | +12.2% | -18.2% | -14.4% |
| 3Y | +104.2% | +584.3% | -480.1% | +9.1% |
| 5Y | +2.5% | +37.0% | -34.5% | -37.8% |
| All | -23.4% | +46.6% | -70.1% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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