-16.0%
RKT vs REPL
+4.4%
-20.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.0% | -2.1% | +0.8% |
| 7D | +10.3% | +14.2% | -3.9% | +9.9% |
| 30D | +32.3% | +65.9% | -33.6% | +30.3% |
| 3M | +10.7% | +84.6% | -73.9% | +8.6% |
| 6M | -3.2% | +446.9% | -450.1% | -11.4% |
| YTD | -21.5% | +129.0% | -150.6% | -27.2% |
| 1Y | -6.0% | +167.9% | -173.9% | -13.6% |
| 3Y | +104.2% | +93.9% | +10.3% | +60.0% |
| 5Y | +2.5% | -33.0% | +35.5% | -13.9% |
| All | -16.0% | +4.4% | -20.4% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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