-26.0%
RKT vs Q
+78.4%
-104.5%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.8% | -4.5% | -3.4% |
| 7D | -1.0% | +6.6% | -7.6% | -3.4% |
| 30D | -2.4% | -6.6% | +4.2% | -0.2% |
| 3M | +1.9% | -13.2% | +15.1% | +4.8% |
| 6M | -13.9% | +9.9% | -23.8% | -21.6% |
| YTD | -30.6% | +53.9% | -84.6% | -45.3% |
| All | -26.0% | +78.4% | -104.5% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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