-5.4%
RKT vs PR
+273.3%
-278.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | -9.0% | +6.0% | -14.9% | -9.5% |
| 30D | +30.2% | -4.2% | +34.4% | +30.4% |
| 3M | -8.8% | +10.0% | -18.8% | -10.1% |
| 6M | -0.9% | +15.6% | -16.6% | -3.4% |
| YTD | -29.2% | +68.2% | -97.4% | -35.5% |
| 1Y | -20.1% | +79.2% | -99.3% | -28.0% |
| 3Y | +81.3% | +94.9% | -13.6% | +57.1% |
| All | -5.4% | +273.3% | -278.7% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling