-30.9%
RKT vs PL
+41.8%
-72.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.1% | -2.0% | -4.6% |
| 7D | -7.5% | +22.3% | -29.7% | -10.6% |
| 30D | +26.6% | -8.3% | +34.9% | +27.6% |
| 3M | -2.4% | -43.3% | +40.8% | +6.0% |
| 6M | -7.4% | -65.8% | +58.5% | +7.9% |
| YTD | -29.2% | -29.5% | +0.3% | -29.1% |
| 1Y | -23.5% | +11.7% | -35.3% | -30.3% |
| 3Y | +73.9% | +540.6% | -466.6% | -5.8% |
| 5Y | -6.6% | +32.9% | -39.5% | -43.3% |
| All | -30.9% | +41.8% | -72.7% | -62.1% |
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