+1.7%
RKT vs RF
+42.5%
-40.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | +17.7% | -0.9% | +18.6% | +18.4% |
| 30D | +31.6% | +6.0% | +25.6% | +27.0% |
| 3M | +13.9% | -8.9% | +22.8% | +20.7% |
| 6M | +2.8% | +2.3% | +0.5% | +1.6% |
| YTD | -22.2% | +7.6% | -29.8% | -25.7% |
| 1Y | -3.5% | +21.2% | -24.7% | -14.1% |
| 3Y | +95.3% | +108.5% | -13.3% | +22.6% |
| All | +1.7% | +42.5% | -40.9% | -26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling