-15.4%
RKT vs ROP
+7.7%
-23.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.5% | -5.0% |
| 7D | +4.6% | +0.2% | +4.4% | +4.6% |
| 30D | +25.9% | +30.3% | -4.4% | +19.9% |
| 3M | +5.0% | +17.8% | -12.8% | +1.0% |
| 6M | -7.9% | +38.9% | -46.8% | -11.5% |
| YTD | -25.4% | +7.6% | -33.0% | -24.2% |
| 1Y | -15.4% | +6.5% | -21.9% | -13.2% |
| All | -15.4% | +7.7% | -23.1% | -13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling