-24.1%
RKT vs ROL
+17.9%
-42.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.9% |
| 7D | -9.0% | +3.0% | -11.9% | -9.9% |
| 30D | +30.2% | +19.8% | +10.4% | +22.3% |
| 3M | -8.8% | +7.9% | -16.7% | -11.5% |
| 6M | -0.9% | -25.6% | +24.7% | +8.9% |
| YTD | -29.2% | -34.1% | +5.0% | -19.0% |
| 1Y | -20.1% | -31.4% | +11.3% | -9.9% |
| 3Y | +81.3% | +4.7% | +76.7% | +70.0% |
| 5Y | -6.6% | +15.6% | -22.2% | -18.2% |
| All | -24.1% | +17.9% | -42.0% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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