-27.0%
RKT vs PSX
+441.0%
-468.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.7% |
| 7D | -7.2% | +1.5% | -8.8% | -7.4% |
| 30D | -7.9% | +15.8% | -23.7% | -9.8% |
| 3M | +5.2% | +43.0% | -37.8% | -0.4% |
| 6M | -14.9% | +61.1% | -76.0% | -21.6% |
| YTD | -31.9% | +104.5% | -136.4% | -40.2% |
| 1Y | -36.9% | +102.5% | -139.4% | -44.6% |
| 3Y | +35.7% | +133.5% | -97.8% | +14.2% |
| 5Y | -9.7% | +367.0% | -376.6% | -31.0% |
| All | -27.0% | +441.0% | -468.0% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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