-20.0%
RKT vs ROL
+16.5%
-36.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.6% | -4.8% |
| 7D | +4.6% | +3.4% | +1.2% | +3.4% |
| 30D | +25.9% | +20.8% | +5.1% | +17.9% |
| 3M | +5.0% | +3.7% | +1.3% | +3.3% |
| 6M | -7.9% | -27.7% | +19.8% | +2.3% |
| YTD | -25.4% | -34.9% | +9.6% | -14.3% |
| 1Y | -15.4% | -33.3% | +17.9% | -3.7% |
| 3Y | +83.3% | +4.3% | +79.0% | +72.0% |
| 5Y | -0.8% | +15.0% | -15.8% | -12.9% |
| All | -20.0% | +16.5% | -36.5% | -43.1% |
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