-20.0%
RKT vs RRC
+582.2%
-602.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.8% | -9.7% | -5.3% |
| 7D | +4.6% | -5.2% | +9.8% | +5.0% |
| 30D | +25.9% | +25.2% | +0.7% | +23.2% |
| 3M | +5.0% | +27.4% | -22.4% | +2.5% |
| 6M | -7.9% | +27.0% | -34.9% | -10.3% |
| YTD | -25.4% | +46.3% | -71.6% | -28.7% |
| 1Y | -15.4% | +37.1% | -52.5% | -18.6% |
| 3Y | +83.3% | +60.2% | +23.1% | +70.5% |
| 5Y | -0.8% | +136.6% | -137.4% | -11.4% |
| All | -20.0% | +582.2% | -602.2% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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