-23.6%
RKT vs RRX
+87.8%
-111.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.0% |
| 7D | +6.0% | +4.3% | +1.7% | +4.2% |
| 30D | +0.7% | -8.0% | +8.7% | +4.0% |
| 3M | +11.8% | -22.0% | +33.8% | +21.7% |
| 6M | -7.6% | -11.9% | +4.3% | -5.1% |
| YTD | -28.7% | +17.1% | -45.8% | -35.7% |
| 1Y | -32.6% | +14.9% | -47.5% | -39.4% |
| 3Y | +42.1% | +6.9% | +35.2% | +25.7% |
| 5Y | -7.2% | +19.6% | -26.7% | -24.4% |
| All | -23.6% | +87.8% | -111.4% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 all: compounded portfolio wealth divided by compounded RRX 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…
all analysis · Full analysis span regression · 6 months rolling