-22.2%
RKT vs RUN
-80.8%
+58.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +2.1% | +1.3% | +0.9% | +1.9% |
| 30D | +1.4% | -15.3% | +16.7% | +4.5% |
| 3M | +6.3% | -40.0% | +46.3% | +16.1% |
| 6M | -15.5% | -27.0% | +11.5% | -11.1% |
| YTD | -27.4% | -51.7% | +24.3% | -19.9% |
| 1Y | -26.6% | -45.9% | +19.3% | -21.8% |
| 3Y | +41.2% | -43.8% | +85.0% | +23.4% |
| 5Y | -6.4% | -80.5% | +74.1% | -11.5% |
| All | -22.2% | -80.8% | +58.6% | -39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling