-23.5%
RKT vs PR
+76.2%
-99.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.0% | -7.1% | -4.0% |
| 7D | -7.5% | +6.7% | -14.2% | -4.1% |
| 30D | +26.6% | -6.1% | +32.7% | +23.1% |
| 3M | -2.4% | +6.9% | -9.3% | +2.4% |
| 6M | -7.4% | +14.6% | -22.0% | +4.3% |
| YTD | -29.2% | +66.1% | -95.3% | -18.2% |
| 1Y | -23.5% | +77.0% | -100.6% | -15.3% |
| All | -23.5% | +76.2% | -99.8% | -15.3% |
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