-27.1%
RKT vs RSG
+179.3%
-206.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.8% | -0.4% |
| 7D | -6.3% | 0.0% | -6.3% | -6.3% |
| 30D | -6.2% | +4.0% | -10.1% | -7.6% |
| 3M | -1.9% | +7.4% | -9.2% | -4.7% |
| 6M | -13.0% | +0.1% | -13.1% | -13.4% |
| YTD | -31.9% | +6.0% | -37.9% | -34.1% |
| 1Y | -37.6% | -3.0% | -34.6% | -37.1% |
| 3Y | +36.8% | +56.5% | -19.7% | +4.4% |
| 5Y | -9.7% | +90.9% | -100.7% | -40.8% |
| All | -27.1% | +179.3% | -206.4% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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