+95.3%
RKT vs RL
+240.1%
-144.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +2.2% |
| 7D | +17.7% | -4.2% | +21.8% | +19.8% |
| 30D | +31.6% | +4.3% | +27.4% | +29.1% |
| 3M | +13.9% | -4.6% | +18.5% | +15.8% |
| 6M | +2.8% | +1.7% | +1.1% | +1.5% |
| YTD | -22.2% | +7.3% | -29.6% | -24.8% |
| 1Y | -3.5% | +20.8% | -24.3% | -10.1% |
| 3Y | +95.3% | +247.0% | -151.7% | -9.2% |
| All | +95.3% | +240.1% | -144.8% | -9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling