-27.2%
RKT vs PL
+46.3%
-73.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | -3.8% | +13.4% | -17.2% | -6.0% |
| 30D | +32.8% | -10.2% | +43.0% | +34.3% |
| 3M | +0.8% | -39.5% | +40.3% | +8.4% |
| 6M | -2.6% | -65.7% | +63.1% | +13.4% |
| YTD | -25.4% | -27.3% | +1.9% | -25.7% |
| 1Y | -19.1% | +15.0% | -34.1% | -26.6% |
| 3Y | +83.2% | +560.8% | -477.6% | -1.3% |
| 5Y | +0.8% | +38.4% | -37.6% | -39.8% |
| All | -27.2% | +46.3% | -73.5% | -60.3% |
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