+41.6%
RKT vs ROL
+7.0%
+34.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | +2.1% | -1.4% | +3.5% | +2.5% |
| 30D | +1.4% | -4.1% | +5.5% | +2.6% |
| 3M | +6.3% | -22.5% | +28.8% | +14.1% |
| 6M | -15.5% | -37.7% | +22.2% | -3.2% |
| YTD | -27.4% | -39.6% | +12.2% | -16.3% |
| 1Y | -26.6% | -36.0% | +9.4% | -16.9% |
| All | +41.6% | +7.0% | +34.6% | +21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling