-21.0%
RKT vs S
-57.7%
+36.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.8% | -2.8% |
| 7D | -1.0% | -1.2% | +0.3% | -0.6% |
| 30D | -2.4% | -12.6% | +10.2% | +0.8% |
| 3M | +1.9% | +27.6% | -25.7% | -5.1% |
| 6M | -13.9% | +35.5% | -49.3% | -21.9% |
| YTD | -30.6% | +29.6% | -60.2% | -36.7% |
| 1Y | -34.4% | +8.1% | -42.5% | -37.4% |
| 3Y | +38.2% | +14.8% | +23.4% | +24.5% |
| 5Y | -9.7% | -70.6% | +60.9% | -5.3% |
| All | -21.0% | -57.7% | +36.7% | -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 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