-22.2%
RKT vs RBA
+91.8%
-114.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | +2.1% | -2.9% | +5.0% | +3.1% |
| 30D | +1.4% | -12.3% | +13.7% | +5.7% |
| 3M | +6.3% | -20.5% | +26.8% | +14.4% |
| 6M | -15.5% | -18.5% | +3.1% | -9.6% |
| YTD | -27.4% | -18.2% | -9.1% | -22.3% |
| 1Y | -26.6% | -27.5% | +0.9% | -18.9% |
| 3Y | +41.2% | +38.1% | +3.2% | +29.4% |
| 5Y | -6.4% | +44.8% | -51.2% | -16.5% |
| All | -22.2% | +91.8% | -114.0% | -41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling