+2.5%
RKT vs RRC
+111.3%
-108.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | +10.3% | -10.3% | +20.6% | +11.6% |
| 30D | +32.3% | +19.5% | +12.9% | +29.0% |
| 3M | +10.7% | +27.9% | -17.2% | +6.9% |
| 6M | -3.2% | +21.2% | -24.4% | -6.2% |
| YTD | -21.5% | +39.6% | -61.1% | -26.2% |
| 1Y | -6.0% | +31.3% | -37.3% | -10.7% |
| 3Y | +104.2% | +51.9% | +52.3% | +83.5% |
| 5Y | +2.5% | +110.2% | -107.7% | -11.4% |
| All | +2.5% | +111.3% | -108.8% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling