-23.6%
RKT vs RBA
+88.0%
-111.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.1% |
| 7D | +6.0% | -1.1% | +7.0% | +6.4% |
| 30D | +0.7% | -13.2% | +13.9% | +5.2% |
| 3M | +11.8% | -21.4% | +33.2% | +20.8% |
| 6M | -7.6% | -20.9% | +13.2% | -0.3% |
| YTD | -28.7% | -19.9% | -8.8% | -23.2% |
| 1Y | -32.6% | -28.7% | -3.9% | -25.1% |
| 3Y | +42.1% | +27.4% | +14.7% | +33.1% |
| 5Y | -7.2% | +41.7% | -48.9% | -16.6% |
| All | -23.6% | +88.0% | -111.6% | -41.7% |
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