-22.2%
RKT vs RDW
-0.7%
-21.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.2% |
| 7D | -6.3% | +0.9% | -7.1% | -6.4% |
| 30D | -6.2% | -21.3% | +15.1% | -3.3% |
| 3M | -1.9% | -37.9% | +36.0% | +3.3% |
| 6M | -13.0% | +12.3% | -25.3% | -17.5% |
| YTD | -31.9% | +39.7% | -71.7% | -38.4% |
| 1Y | -37.6% | +25.7% | -63.2% | -43.8% |
| 3Y | +36.8% | +230.8% | -194.0% | -12.5% |
| 5Y | -9.7% | -8.8% | -1.0% | -44.3% |
| All | -22.2% | -0.7% | -21.4% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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