+95.3%
RKT vs RBA
+42.3%
+53.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.2% |
| 7D | +17.7% | +4.3% | +13.4% | +15.7% |
| 30D | +31.6% | +16.3% | +15.3% | +23.6% |
| 3M | +13.9% | +1.3% | +12.6% | +12.9% |
| 6M | +2.8% | -11.1% | +13.9% | +7.8% |
| YTD | -22.2% | -8.5% | -13.7% | -19.0% |
| 1Y | -3.5% | -2.1% | -1.4% | -1.3% |
| 3Y | +95.3% | +44.6% | +50.7% | +77.0% |
| All | +95.3% | +42.3% | +53.0% | +77.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling