+1.7%
RKT vs PL
+20.8%
-19.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +10.4% | -8.8% | 0.0% |
| 7D | +17.7% | -6.8% | +24.5% | +18.6% |
| 30D | +31.6% | -29.3% | +60.9% | +38.5% |
| 3M | +13.9% | -44.8% | +58.7% | +24.3% |
| 6M | +2.8% | -68.4% | +71.2% | +21.1% |
| YTD | -22.2% | -36.4% | +14.1% | -20.7% |
| 1Y | -3.5% | +0.7% | -4.2% | -10.4% |
| 3Y | +95.3% | +455.3% | -360.0% | +9.1% |
| All | +1.7% | +20.8% | -19.1% | -34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling