-7.2%
RKT vs ROP
-14.2%
+7.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -0.2% |
| 7D | +6.0% | -5.4% | +11.4% | +9.4% |
| 30D | +0.7% | -1.6% | +2.3% | +1.6% |
| 3M | +11.8% | +18.8% | -7.0% | +0.5% |
| 6M | -7.6% | +8.2% | -15.8% | -12.7% |
| YTD | -28.7% | -10.5% | -18.2% | -23.7% |
| 1Y | -32.6% | -23.7% | -8.8% | -18.8% |
| 3Y | +42.1% | -17.9% | +60.0% | +56.0% |
| 5Y | -7.2% | -15.3% | +8.2% | -10.8% |
| All | -7.2% | -14.2% | +7.0% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling