-27.2%
RKT vs PL
+45.6%
-72.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.2% | -4.8% |
| 7D | +4.6% | +5.6% | -1.0% | +3.3% |
| 30D | +25.9% | -16.9% | +42.8% | +28.9% |
| 3M | +5.0% | -38.2% | +43.2% | +12.5% |
| 6M | -7.9% | -63.4% | +55.5% | +6.0% |
| YTD | -25.4% | -27.6% | +2.3% | -25.6% |
| 1Y | -15.4% | +6.6% | -22.0% | -22.3% |
| 3Y | +83.3% | +557.6% | -474.3% | -1.2% |
| 5Y | -0.8% | +39.5% | -40.3% | -41.7% |
| All | -27.2% | +45.6% | -72.8% | -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