+39.4%
RKT vs PSX
+134.3%
-94.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -2.8% |
| 7D | -1.0% | +1.8% | -2.8% | -1.1% |
| 30D | -2.4% | +21.6% | -24.0% | -3.7% |
| 3M | +1.9% | +46.5% | -44.6% | -1.1% |
| 6M | -13.9% | +62.0% | -75.9% | -18.2% |
| YTD | -30.6% | +106.3% | -137.0% | -37.6% |
| 1Y | -34.4% | +103.0% | -137.3% | -40.9% |
| All | +39.4% | +134.3% | -94.8% | +9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling