-32.6%
RKT vs S
+4.5%
-37.0%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.2% |
| 7D | +6.0% | -5.8% | +11.8% | +7.6% |
| 30D | +0.7% | -9.2% | +9.9% | +2.9% |
| 3M | +11.8% | +23.4% | -11.5% | +5.3% |
| 6M | -7.6% | +36.9% | -44.6% | -16.2% |
| YTD | -28.7% | +29.5% | -58.2% | -34.8% |
| 1Y | -32.6% | +5.4% | -38.0% | -36.0% |
| All | -32.6% | +4.5% | -37.0% | -36.0% |
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