-16.7%
RKT vs PR
+2,690.7%
-2,707.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.5% |
| 7D | +17.7% | -16.4% | +34.1% | +18.4% |
| 30D | +31.6% | -1.9% | +33.5% | +31.5% |
| 3M | +13.9% | +8.0% | +6.0% | +13.3% |
| 6M | +2.8% | +4.1% | -1.3% | +2.2% |
| YTD | -22.2% | +58.7% | -80.9% | -25.1% |
| 1Y | -3.5% | +75.8% | -79.4% | -7.8% |
| 3Y | +95.3% | +73.2% | +22.1% | +85.3% |
| 5Y | -0.4% | +230.1% | -230.5% | -9.3% |
| All | -16.7% | +2,690.7% | -2,707.3% | -30.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling