-20.0%
RKT vs RL
+552.2%
-572.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.3% | -5.1% | -5.0% |
| 7D | +4.6% | +1.3% | +3.3% | +3.9% |
| 30D | +25.9% | +7.6% | +18.2% | +21.7% |
| 3M | +5.0% | -1.5% | +6.5% | +5.2% |
| 6M | -7.9% | +12.1% | -20.0% | -12.9% |
| YTD | -25.4% | +13.9% | -39.3% | -29.8% |
| 1Y | -15.4% | +20.7% | -36.1% | -22.1% |
| 3Y | +83.3% | +260.6% | -177.2% | +1.7% |
| 5Y | -0.8% | +248.9% | -249.7% | -46.9% |
| All | -20.0% | +552.2% | -572.2% | -57.5% |
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