-22.2%
RKT vs PR
+2,877.7%
-2,899.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -1.1% |
| 7D | +2.1% | +2.9% | -0.8% | +2.0% |
| 30D | +1.4% | +18.0% | -16.6% | +0.6% |
| 3M | +6.3% | +16.9% | -10.6% | +5.3% |
| 6M | -15.5% | +28.2% | -43.7% | -17.0% |
| YTD | -27.4% | +69.3% | -96.7% | -30.1% |
| 1Y | -26.6% | +69.5% | -96.1% | -29.5% |
| 3Y | +41.2% | +81.7% | -40.5% | +33.9% |
| 5Y | -6.4% | +422.2% | -428.7% | -14.1% |
| All | -22.2% | +2,877.7% | -2,899.9% | -34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling