-16.0%
RKT vs RBA
+119.9%
-135.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | 0.0% |
| 7D | +10.3% | +2.5% | +7.8% | +9.4% |
| 30D | +32.3% | +11.6% | +20.7% | +27.6% |
| 3M | +10.7% | +1.5% | +9.2% | +9.9% |
| 6M | -3.2% | -6.6% | +3.4% | -1.1% |
| YTD | -21.5% | -6.3% | -15.3% | -19.8% |
| 1Y | -6.0% | -4.0% | -2.0% | -4.5% |
| 3Y | +104.2% | +47.3% | +57.0% | +82.0% |
| 5Y | +2.5% | +47.7% | -45.2% | -11.3% |
| All | -16.0% | +119.9% | -135.8% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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