-9.7%
RKT vs RUN
-80.3%
+70.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.6% | +1.8% | -1.8% |
| 7D | -1.0% | -1.8% | +0.8% | -0.6% |
| 30D | -2.4% | -10.8% | +8.4% | -0.1% |
| 3M | +1.9% | -30.2% | +32.1% | +9.2% |
| 6M | -13.9% | -22.3% | +8.5% | -10.0% |
| YTD | -30.6% | -52.2% | +21.5% | -22.6% |
| 1Y | -34.4% | -45.1% | +10.7% | -29.9% |
| 3Y | +38.2% | -37.1% | +75.3% | +13.7% |
| 5Y | -9.7% | -80.3% | +70.6% | -15.4% |
| All | -9.7% | -80.3% | +70.6% | -15.4% |
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