-40.4%
RKT vs PSKY
-69.9%
+29.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.8% | +2.2% | -1.3% |
| 7D | -6.1% | -24.6% | +18.5% | +0.4% |
| 30D | -19.8% | -36.1% | +16.3% | -10.0% |
| 3M | -39.9% | -54.8% | +14.9% | -27.8% |
| 6M | -39.9% | -54.8% | +14.9% | -27.8% |
| YTD | -39.9% | -54.8% | +14.9% | -27.8% |
| 1Y | -34.9% | -58.4% | +23.5% | -20.2% |
| 3Y | +44.9% | -40.7% | +85.6% | +51.5% |
| 5Y | -25.6% | -80.0% | +54.4% | -7.4% |
| All | -40.4% | -69.9% | +29.6% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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