-15.1%
RKT vs S
-49.1%
+34.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.8% |
| 7D | +4.6% | +1.4% | +3.2% | +4.1% |
| 30D | +25.9% | -10.8% | +36.7% | +28.8% |
| 3M | +5.0% | +5.4% | -0.4% | +1.7% |
| 6M | -7.9% | +41.2% | -49.1% | -18.1% |
| YTD | -25.4% | +56.2% | -81.6% | -36.2% |
| 1Y | -15.4% | +36.3% | -51.7% | -25.1% |
| 3Y | +83.3% | +49.4% | +33.9% | +51.8% |
| 5Y | -0.8% | -66.9% | +66.1% | -1.0% |
| All | -15.1% | -49.1% | +34.0% | -18.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling