-29.1%
RKT vs PL
+84.9%
-114.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.1% | -0.9% |
| 7D | +2.1% | -9.3% | +11.4% | +3.7% |
| 30D | +1.4% | -18.9% | +20.4% | +4.9% |
| 3M | +6.3% | -58.4% | +64.6% | +21.1% |
| 6M | -15.5% | -30.3% | +14.9% | -13.5% |
| YTD | -27.4% | -8.1% | -19.3% | -29.7% |
| 1Y | -26.6% | +180.5% | -207.1% | -44.3% |
| 3Y | +41.2% | +444.1% | -402.9% | -18.9% |
| 5Y | -6.4% | +83.0% | -89.4% | -50.4% |
| All | -29.1% | +84.9% | -114.0% | -62.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling