-16.7%
RKT vs RF
+235.8%
-252.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | +17.7% | -0.9% | +18.6% | +18.3% |
| 30D | +31.6% | +6.0% | +25.6% | +28.2% |
| 3M | +13.9% | -8.9% | +22.8% | +19.0% |
| 6M | +2.8% | +2.3% | +0.5% | +2.0% |
| YTD | -22.2% | +7.6% | -29.8% | -24.7% |
| 1Y | -3.5% | +21.2% | -24.7% | -11.3% |
| 3Y | +95.3% | +108.5% | -13.3% | +43.0% |
| 5Y | -0.4% | +43.2% | -43.6% | -19.7% |
| All | -16.7% | +235.8% | -252.5% | -46.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling