-6.3%
RKT vs RL
+238.1%
-244.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.2% | -2.2% |
| 7D | +2.1% | -0.8% | +2.9% | +2.5% |
| 30D | +1.4% | -7.8% | +9.2% | +5.2% |
| 3M | +6.3% | -4.0% | +10.3% | +8.2% |
| 6M | -15.5% | -1.9% | -13.6% | -14.9% |
| YTD | -27.4% | -0.2% | -27.2% | -27.6% |
| 1Y | -26.6% | +10.7% | -37.3% | -30.6% |
| 3Y | +41.2% | +210.8% | -169.5% | -29.2% |
| All | -6.3% | +238.1% | -244.3% | -58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling