-20.1%
RKT vs RVTY
+31.5%
-51.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.2% |
| 7D | -3.8% | -0.7% | -3.1% | -3.5% |
| 30D | +32.8% | +1.7% | +31.1% | +30.5% |
| 3M | +0.8% | +36.8% | -36.0% | -16.1% |
| 6M | -2.6% | +60.1% | -62.7% | -25.6% |
| YTD | -25.4% | +64.0% | -89.4% | -44.3% |
| 1Y | -19.1% | +68.2% | -87.3% | -40.2% |
| 3Y | +83.2% | +88.8% | -5.6% | +24.3% |
| 5Y | +0.8% | -10.5% | +11.4% | -9.6% |
| All | -20.1% | +31.5% | -51.6% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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