-20.0%
RKT vs RF
+240.4%
-260.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.1% | -4.5% |
| 7D | +4.6% | +0.3% | +4.3% | +4.5% |
| 30D | +25.9% | +6.2% | +19.7% | +22.5% |
| 3M | +5.0% | -7.8% | +12.9% | +9.2% |
| 6M | -7.9% | +5.9% | -13.8% | -10.0% |
| YTD | -25.4% | +9.0% | -34.4% | -28.2% |
| 1Y | -15.4% | +19.3% | -34.6% | -21.7% |
| 3Y | +83.3% | +116.4% | -33.1% | +32.2% |
| 5Y | -0.8% | +46.0% | -46.8% | -20.5% |
| All | -20.0% | +240.4% | -260.5% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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