+41.6%
RKT vs ROP
-15.8%
+57.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.4% | +0.1% |
| 7D | +2.1% | -4.4% | +6.5% | +3.8% |
| 30D | +1.4% | +3.2% | -1.8% | +0.3% |
| 3M | +6.3% | +23.1% | -16.8% | -1.5% |
| 6M | -15.5% | +13.3% | -28.8% | -19.4% |
| YTD | -27.4% | -7.9% | -19.5% | -23.1% |
| 1Y | -26.6% | -22.1% | -4.5% | -14.4% |
| All | +41.6% | -15.8% | +57.5% | +34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling