-23.5%
RKT vs ROL
-34.6%
+11.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.5% | -3.6% | -4.5% |
| 7D | -7.5% | -1.7% | -5.8% | -6.9% |
| 30D | +26.6% | +18.5% | +8.1% | +19.8% |
| 3M | -2.4% | +4.3% | -6.8% | -4.9% |
| 6M | -7.4% | -27.7% | +20.4% | -1.1% |
| YTD | -29.2% | -35.8% | +6.6% | -22.2% |
| 1Y | -23.5% | -34.1% | +10.6% | -17.7% |
| All | -23.5% | -34.6% | +11.1% | -17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling