-10.4%
RKT vs S
+36.5%
-46.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.6% | +7.0% | +8.4% |
| 7D | +29.7% | -8.2% | +37.9% | +31.8% |
| 30D | +28.5% | -7.6% | +36.1% | +30.0% |
| 3M | +6.4% | +12.0% | -5.6% | +1.8% |
| 6M | +7.1% | +50.6% | -43.4% | -5.4% |
| YTD | -22.5% | +56.6% | -79.1% | -33.0% |
| 1Y | -10.4% | +39.2% | -49.7% | -19.0% |
| All | -10.4% | +36.5% | -46.9% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling