-22.2%
RKT vs PSX
+433.8%
-456.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | +2.1% | +4.5% | -2.4% | +1.5% |
| 30D | +1.4% | +26.6% | -25.2% | -2.0% |
| 3M | +6.3% | +39.3% | -33.0% | +1.0% |
| 6M | -15.5% | +56.8% | -72.3% | -21.7% |
| YTD | -27.4% | +101.8% | -129.2% | -36.1% |
| 1Y | -26.6% | +99.6% | -126.2% | -35.4% |
| 3Y | +41.2% | +140.3% | -99.1% | +18.1% |
| 5Y | -6.4% | +339.3% | -345.7% | -28.2% |
| All | -22.2% | +433.8% | -456.0% | -37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling