-18.0%
RKT vs PR
+2,638.1%
-2,656.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.9% | +3.6% | -1.1% |
| 7D | +24.3% | -16.5% | +40.9% | +25.1% |
| 30D | +27.9% | -4.5% | +32.4% | +27.9% |
| 3M | +6.9% | +8.5% | -1.6% | +6.3% |
| 6M | +5.2% | -3.3% | +8.5% | +5.0% |
| YTD | -23.5% | +55.7% | -79.2% | -26.2% |
| 1Y | -9.1% | +82.0% | -91.1% | -13.4% |
| 3Y | +81.5% | +62.5% | +19.0% | +72.8% |
| 5Y | -2.0% | +223.9% | -225.9% | -10.7% |
| All | -18.0% | +2,638.1% | -2,656.1% | -31.2% |
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