-23.5%
RKT vs PL
+10.1%
-33.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.1% | -2.0% | -4.7% |
| 7D | -7.5% | +22.3% | -29.7% | -9.5% |
| 30D | +26.6% | -8.3% | +34.9% | +27.4% |
| 3M | -2.4% | -43.3% | +40.8% | +4.0% |
| 6M | -7.4% | -65.8% | +58.5% | +4.7% |
| YTD | -29.2% | -29.5% | +0.3% | -26.3% |
| 1Y | -23.5% | +11.7% | -35.3% | -22.9% |
| All | -23.5% | +10.1% | -33.6% | -22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling