-24.1%
RKT vs PSX
+454.3%
-478.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -9.0% | +7.8% | -16.8% | -9.8% |
| 30D | +30.2% | -10.9% | +41.1% | +31.8% |
| 3M | -8.8% | +14.5% | -23.3% | -11.0% |
| 6M | -0.9% | +56.1% | -57.1% | -8.1% |
| YTD | -29.2% | +109.6% | -138.8% | -38.3% |
| 1Y | -20.1% | +95.5% | -115.6% | -29.4% |
| 3Y | +81.3% | +156.2% | -74.9% | +49.5% |
| 5Y | -6.6% | +310.0% | -316.6% | -28.5% |
| All | -24.1% | +454.3% | -478.5% | -39.9% |
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