-5.4%
RKT vs RUN
-85.3%
+79.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.3% |
| 7D | -9.0% | -13.5% | +4.6% | -6.2% |
| 30D | +30.2% | +18.3% | +11.9% | +25.4% |
| 3M | -8.8% | -12.5% | +3.6% | -6.8% |
| 6M | -0.9% | -40.3% | +39.4% | +8.9% |
| YTD | -29.2% | -53.1% | +23.9% | -21.0% |
| 1Y | -20.1% | -54.3% | +34.2% | -10.7% |
| 3Y | +81.3% | -6.5% | +87.8% | +35.0% |
| All | -5.4% | -85.3% | +79.9% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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