-23.6%
RKT vs REPL
-30.7%
+7.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.7% |
| 7D | +6.0% | -5.7% | +11.7% | +6.1% |
| 30D | +0.7% | +22.5% | -21.8% | 0.0% |
| 3M | +11.8% | +64.7% | -52.8% | +8.7% |
| 6M | -7.6% | +83.0% | -90.6% | -13.8% |
| YTD | -28.7% | +52.0% | -80.6% | -33.0% |
| 1Y | -32.6% | +144.5% | -177.1% | -39.7% |
| 3Y | +42.1% | -25.1% | +67.2% | +22.4% |
| 5Y | -7.2% | -52.9% | +45.7% | -21.2% |
| All | -23.6% | -30.7% | +7.1% | -39.4% |
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