-26.6%
RKT vs PR
+76.5%
-103.1%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -1.8% |
| 7D | +2.1% | +2.9% | -0.8% | +3.5% |
| 30D | +1.4% | +18.0% | -16.6% | +9.7% |
| 3M | +6.3% | +16.9% | -10.6% | +16.5% |
| 6M | -15.5% | +28.2% | -43.7% | -7.0% |
| YTD | -27.4% | +69.3% | -96.7% | -19.5% |
| 1Y | -26.6% | +69.5% | -96.1% | -18.6% |
| All | -26.6% | +76.5% | -103.1% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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