-25.7%
RKT vs RL
+446.2%
-471.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.3% | +0.6% | -1.3% |
| 7D | -1.0% | -0.3% | -0.7% | -0.8% |
| 30D | -2.4% | -17.5% | +15.1% | +5.9% |
| 3M | +1.9% | -14.0% | +15.9% | +8.5% |
| 6M | -13.9% | -2.0% | -11.9% | -13.2% |
| YTD | -30.6% | -4.6% | -26.0% | -29.3% |
| 1Y | -34.4% | +9.5% | -43.9% | -36.8% |
| 3Y | +38.2% | +200.5% | -162.3% | -16.8% |
| 5Y | -9.7% | +226.3% | -235.9% | -48.7% |
| All | -25.7% | +446.2% | -471.8% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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