-25.7%
RKT vs ROP
-6.8%
-18.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.4% | -2.0% |
| 7D | -1.0% | -6.1% | +5.2% | +2.4% |
| 30D | -2.4% | -3.4% | +1.0% | -0.7% |
| 3M | +1.9% | +16.7% | -14.8% | -6.8% |
| 6M | -13.9% | +8.1% | -21.9% | -18.2% |
| YTD | -30.6% | -11.7% | -18.9% | -26.1% |
| 1Y | -34.4% | -24.2% | -10.1% | -22.9% |
| 3Y | +38.2% | -19.0% | +57.2% | +52.8% |
| 5Y | -9.7% | -15.9% | +6.2% | -6.8% |
| All | -25.7% | -6.8% | -18.9% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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